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Yes, their units come with a HDMI out, and you can connect them up to install onto them like any other server - but if you ever want the (admittedly very, very good) factory software back on them I'd recommend imaging the internal storage first as I couldn't find a way to get their OS installed back afterwards.

While I'm using UGOS happily, yes you can install other OSes. For better or worse they have a very active Discord server with a ton of great information.

The base software is modified Debian Bookworm and it's been stable and pleasant to use.

Yes, see here: https://nascompares.com/guide/truenas-on-a-ugreen-nas-instal...

Can you run Unraid on MMC? Its licensing is tied to the GUID of a USB stick.

It is 100% normal x86 mini-PC, just with HDD bays.