I don't have a whole lot of experience with zigbee, so take my experience with some salt, but I'm really liking the SMLIGHT SLZB-MR1. I have it setup with PoE and I've got it a room away from my Z-wave antenna. I especially like that it's separate from my server that runs HAOS and Z-wave JS UI, so a server reboot or HAOS update doesn't really affect it. I only have one zigbee device, but it's worked flawlessly so far.
I'd love to hear from anyone has used this, especially if you moved from Pi-hole to Technitium. I run Pi-hole in an LXC and on a Pi3b and it's mildly annoying to make changes or updates, so clustering has piqued my curiosity.
I've been really happy with an Ambient Weather WS2000. You can integrate it into HA locally. They're not cheap brand new, but if you don't mind waiting you can run across great deals from Goodwill.
I think both of these ways are good and valid in their own way, they both have upsides and downsides. For me, having things separated is working well. I especially like being able to reboot HAOS more frequently and as soon as it comes back up all my Z-wave devices are ready to go. Back when I ran Z-wave inside of HAOS it took a lot longer for the Z-wave network to calm down and be ready after a reboot.
Get something small, maybe something like a Lenovo ThinkCentre mini. Put Proxmox on it and install HAOS as a VM. Then when you want to add software, add them as LXC containers on the Proxmox host. Like Z-wave, MQTT, ESPHome, zigbee, etc. I really like having things in separate containers so that way I can work on things separately. If I need to restart the HAOS VM, it's a lot faster because my entire Z-wave network doesn't have to restart.
Avoid adding things that require cloud access. I have to have a damned good use case before I add anything that requires Internet access.
I've dabbled with a few different distros in VMs and laptops that I don't use a whole lot over the years. I recently moved my main desktop to Bazzite and I love it. The built-in 'ujust' scripts, or whatever you call them, are fantastic. Setting up an 8bitdo pro 2 was a breeze. Getting new apps installed, even with distrobox, is really easy. I'm sold on ublue, probably going to move my work laptop to Aurora soon.
It's been a few years, but back when I was using crappier hardware I restored from a backup a few times. From a quick glance of the docs, it sounds like it's the same as what I remember. So yeah, just make sure you've got a good, recent backup, then give it a whirl. If anything goes wrong you could always wipe the new machine and start again, and/or roll back to your current hardware.
I don't know a lot about HA green/yellow, but from a very quick glance, I would be surprised if you couldn't find a little miniPC for less. Especially with lots of people getting rid of computers because of the whole Windows 11 thing. That way you wouldn't be paying for any built in radios and you could spring for their new z-wave radio.
Other benefits of going to an actual PC would be running something like proxmox, then running HA in a VM. That's what I'm doing and I love it, especially with scripts from this site. I especially like separating things like z-wave and zigbee from HA, that way a HA reboot takes less time and the z-wave network doesn't go down.
Whatever way you decide to go, there's a lot of different ways to peel this potato. You could even just get a new SD card and keep it as a spare, then setup backups to automatically be uploaded somewhere else and restore to that spare SD card if you have a failure, that could be the path of least resistance.
And we know that it comes with a WiFi module because of this question from your same link:
"Do I need a Yale Connect Wi-Fi Bridge?
Because it has a Wi-Fi Smart Module, the Assure Lock 2 does not require a Wi-Fi bridge."
Notice how they put in the "ZW2" module part number in that last question? To get one of their locks to work with Z-wave you have to take out the WiFi module and put in a Z-wave module.
I don't have a whole lot of experience with zigbee, so take my experience with some salt, but I'm really liking the SMLIGHT SLZB-MR1. I have it setup with PoE and I've got it a room away from my Z-wave antenna. I especially like that it's separate from my server that runs HAOS and Z-wave JS UI, so a server reboot or HAOS update doesn't really affect it. I only have one zigbee device, but it's worked flawlessly so far.