Most of those options come down to what you want from them. TrueNAS, Openmediavault, and Unraid are storage options with the ability to run VMs or Containers. Hypervisors (ESXI, Proxmox, etc) run VMs and containers, but are not really designed for storage. It gets a bit muddy since there is a lot of overlap. You could run TrueNAS as a VM on a hypervisor.

I keep things separate. My storage runs bare metal storage OS (UnRaid and another TrueNAS). My server handles all the heavy services and Internet facing services. For a homelab, go nuts. Try an all-in-one server. If you have equipment, try multiple things. I've ran all different storage on my server to see what I liked best. Just make sure to have routine backups no matter what options you choose. Nothing is worse than a major failure and losing it all.