I am talking about something like this.. an expansion card that ASUS makes for some of its motherboards
https://www.asus.com/us/Motherboard-Accessory/ThunderboltEX-3/specifications/Regarding the media I use, most of the time I transcode to something like DNX. However, sometimes I use EXRs from 3D applications or from Fusion, and the hard disk struggles playing EXRs sometimes.
However, the one thing I was doing recently that made me notice the problem even more was a multicam edit, where we had more than 20 different angles, and the disk couldn't even play the media with all of these angles activated. I basically had to disable all of them and start working on a couple of these takes, finish them, and then, in another pass, work on the next ones, etc.
All of these were transcoded from Premiere into Cineform low-quality proxies, and the playback quality was set to the lowest, and still Premiere couldn't play them because of the hard disk.