But doesn't that risk exist all the time, regardless on which volume the library or images are being saved ?
No. If you run a referenced Library with the pics on the same volume you will be able to move the files around and the alias will still track them. Also, should the link be broken in a lot of cases repairing one alias in a folder will also repair all the other aliases in that folder as well.
On the other hand, what kind of risks are there if the library becomes corrupted ?
That you will lose the
organisational work that you have put it: Creating Albums, keywords, Slideshows, Faces and Places and so on. You'll also lose the link between your original file and the edited versions for those you edit.
Of course, the protection against any of this is a good, up-to-date back up.
In any case i want to avoid loss of my images (originals). So please, feel free to advice!
Well Back up, back up back up.
Note that having your photos on the NAS is not a back up. A back up means
multiple copies on different disks (and ideally outside your home too).
Regards
TD