Hello Javier,
Wazuh is made up of several processes which require a performant storage, keep in mind it's constantly receiving logs from all your agents, parsing them, triggering events and then forwarding data to Elasticsearch which due to its search/index capabilities is even more demanding. Your choice of NFS storage on Proxmox is not the fastest.
I've used Proxmox a lot in the past and my favorite approach was local
storage with NFS for backups, this one time I used NFS in production but
being honest it was an HP MSA storage with dedicated Gigabit switch for
network traffic so things were smooth.
If NFS tuning is not enough I'd say go with the next low hanging fruit, which is isolate your storage network, mixing production and network storage is a common error with Proxmox deployments but once you fix it performance will skyrocket once again. If this is not enough then I'd advise you to look at CephFS or GlusterFS but this would deprecate you current NAS server. Finally if nothing is good enough then just use local storage with a good backup policy, it's all about compromises in the end.
Hope I've shed some light on your issue.
Best.
Manuel