You can run a container on Synology and install your custom services, tools there. At least that is what I do. For custom kernel modules you still need a Synology package for something like Wireguard.

If you have OPNSense, it has an ACME plugin with Synology action. I use that to automatically renew and push a cert to the NAS.

That said, since I like to tinker, Synology feels a bit restricted, indeed. Although there is some value in a stable core system (like these immutable distros from Fedora Atomic).