They're designed for low cost, ROBO type operations where cost is the significant driver (hence no dual PSU, amongst things). If you want more you step up to the R340 for a second power supply and additional PCIe slot, or R440 for more BOSS-style boot options
A M.2 BOSS card is an option, IIRC these don't support NVMe BOSS cards, only the first-gen SATA ones. There is one USB port under the PCI cards, and a standard SATA port on the right hand side near the memory slots.
Yes. And for Proxmox, nothing, installing in raidz1 or raidz2 across all disks. For anything else, an Intel SATA SSD in the optical bay (using a generic caddy from Amazon) plugged into the optical drive connector and a Supermicro slim SATA cable to the other side of the box where the SATA port for the optical drive is.
IIRC You can set the power profile to efficiency somewhere in the BIOS which also helps keep the fans low. Most optical bay to SATA caddies from Amazon will convert the optical drive power connector to SATA power with no issues. There's no M.2 connector on these, unless it's on a PCIe BOSS M.2 card.