Seems to me that:

1. You don't want Synology for that; you just want a multi-drive external enclosure.
2. If you do want to use Synology, you should look into iSCSI as a way to expose volumes to the Windows Server. That'll be over Ethernet (TCP), rather than Thunderbolt.

Basically: if you want Windows to have full control over the disks, then it needs, well, full control over the disks. There's no need for Synology in that picture.

If you want to use Synology (maybe for its Hybrid RAID mode), then Windows isn't managing the RAID, and you're just exposing volumes.

I've not had the most success with iSCSI, but I was using an old DS211 and a cluster of RPi 4 boards, so...