I have 2 older ones under 2 different brands but essentially the same.
Not much is needed to get them up and running, plug your disks in. On mine it had raid, so the raid level had to be set first, but plug it into the machine, format the drives and off you go
What's your phone signal like / Data allowance. If its good enough, you could use your phone as a backup wan connection using tethering. There is a cheap mikrotik device that will do it for your
How many drives? You can normally pick up cheap 2nd hand nas boxes for next to nothing
Unless you have already, you need to reach out to Vodafone and ask for the details to set up your own router.
I had to do this when I had my fibre connection installed and to setup my own router
When you say your Windows machine is getting an external ip, is it an actual external ip or that it's the 169 address that your machine gets when it can't speak to your dhcp server?
Can you access the Internet or any other services on your Windows machine?
Mine was brought in the UK, but they have external power bricks anyway so you can just swap the plug end of the cable
Take a look at icybox as well they are the same, more or less underneath