Depends on your objectives. If you care at all about learning the in-and-outs of how running those workloads actually function, go vanilla Linux (Ubuntu, Debian, Enterprise Linux, OpenSUSE, etc.). If you care less about that, but still want some control over the specifics, Proxmox is fine. CasaOS seems the most abstracted away from reality, although it looks like it would work just fine.

I generally recommend just using a regular Linux distribution. They'll generally be far more flexible and you'll learn more real skills. It's not like "control panels" don't exist either. Something like Cockpit could help you get started.

NTFS is Windows' native filesystem. It writes to the USB much faster.

1. you are literally force stopping writes to the disk...