Skipping the router to connect your NAS to your PC cuts your NAS off from the internet.
Some (many?) HDMI cables can also carry Ethernet over HDMI. The main use seems to be to provide internet connection to a smart TV from a cable modem box. Currently I have an ethernet-USB adaptor ...
I can now send a folder containing 2.52GB and 7,742 files to the PC next to me in 9 seconds. All you have to do is plug in ...