In addition to @Newshound’s comment, Wyze is developing a dedicated NAS solution called Max Drive. It will not, however, record to the drive in real time. There will some amount of lag before video is downloaded from the camera to the drive. So it will still be possible that the camera be stolen before the video is saved remotely.
Wyze is also considering a subscription cloud solution that would reduce or eliminate the cool down period for cloud storage. You can vote for that here (be sure to click the VOTE button at the top):