You can technically do that in some of the standard raid levels, but it is usually considered unsafe and not worth the hassle. It's best just to add disks in mirrored pairs at least.
Drobo pays for its convenience heavily in both performance and data redundancy though, so I would not recommend that unless you have no other option.
Have you considered iSCSI to connect the NAS to the machine as a local drive instead of a network share? It would drastically increase your options instead of requiring USB or thunderbolt. I've never done iSCSI on mac, but it should work fine for what you need it to do. There may be some weirdness with mounting the iSCSI extent on the nas itself if you are using the NAS as a server as well, but if you are just using it as storage, then it is trivial to set up. I use an iSCSI extent as a shared DVR hard drive for two windows media center HTPCs, and both windows pcs see the drive as a local drive with no issues and the performance of gigabit ethernet is great.
Most Synology boxes support iSCSI, and Synology is what I'd suggest if you absolutely have to get an out of the box solution.
