Is it possible to store "on my mac" local folders on a network device?
You can do this by making a symlink (using Terminal, not an alias in the Fnder) to the directory on the NAS as you describe, but I'd caution against it unless your laptop is alway connected to your network. You could (and most likely will) get some unpredictable and possibly data corrupting behaviour if the Mail app tries to access data only to find the network volume isn't mounted or accessible.