I have this HP EliteDesk 800 G5 SFF (Intel i5-9500 32 GB RAM) and i’m not sure what to install on it 
Main purpose would be NAS. So i thought about TrueNAS.
Or would it be better to install Proxmox with a TrueNAS VM? Or something totally different?
+1 for TrueNAS
I’m (still) using TrueNAS Core (BSD-based), but nowadays would use TrueNAS Scale (Debian-based, can use LXC & KVM instead of Jails). Just remember adding/removing drives with ZFS can be tricky, otherwise it’s just great.
Running TrueNAS under Proxmox works well if done right, but this is not a production setup. Use it only for experimenting.
Ok, then only TrueNAS without Proxmox. The new TrueNAS Version ( 25.04) puts CORE and SCALE together.
https://ostechnix.com/truenas-25-04-fangtooth-released/
PC is ready for deployment
Case is pretty good so far, and TrueNAS works well. Had to get used to it. I’m coming from Synology DSM I miss an integrated file manager.
Only downside with the case is, that you need extra screws for mounting the HDs. I don’t have them so i put the 2x 3,5" drives on rubber mat. It’s probably not the best idea, but it works