You might notice the UI being a bit slower when using a remote share for the thumbnail cache. An alternative is to attach a USB hard-drive (an SSD or HDD, not a thumb-stick) and put the cache there instead.
When I was testing it I couldnāt actually tell the difference between internal storage and a share located on a SSD on a PC. I was using a copy of the folder so I could easily swap back and forth comparing apples to apples. I was expecting a noticeable hit, just didnāt find it. Maybe WIFI would have a noticeable difference, donāt know, I only tried wired.
Iām using a wired connection to the NAS and Iām not seeing any slowdowns at all, so all is good for me!