If you are concerned about privacy, don’t use Plex or any other software which use central servers to collect your data. They can literally see where you click on the screen, let alone what kind of hosting you use. Jellyfin on the other hand is open source and don’t phone home. Also if a software is free, it doesn’t mean it was easy to create it in the first place. So please consider donation or support the project.
How does one get a NAS without spending an arm and leg these days? I started pirating because I was broke, I don’t have triple digits to spend on hardware.
An old PC with a bunch of hard drives (they shouldn’t be NAS drives necessarily) + TrueNas. The main cost will be the hard drives which is about 20$/TB