Can I connect my PC to a NAS directly while connected to the internet

Yes. This way a NAS have no Internet access. Only access you get is directly or via seperate switch.

Step 1 - set a manual IP on a NAS (similar range to your PC IP)
Step 2 - set a manual IP on a PC
Step 3 - Connect a LAN cable between a NAS and a PC (or via switch)

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