Annoyingly, I can't really do 2.5G because when I was looking to upgrade my network, I ordered a bunch of 15 year old old 10GbE switch, because I mistakenly assumed that that would work with 2.5G as well. It turns out that the 2.5GbE came after 10GbE and so compatibility is not guaranteed, so I ended up having to upgrade everything in my house to 10GbE to make the switches work. Fortunately, used 10GbE cards from data centers go for around $40 on eBay. Thunderbolt cards cost a lot more so I only have one for my MacBook, and it's a big chunky boy that weights half a pound.
I was looking into some of those single-purpose computers, some of which will sometimes have a PCIe slot.
Yeah, Thunderbolt would work. I use LAG on my NAS with 4x 1 gbit, I got some devices with USB-C to 2.5 gbit NIC, these are cheap (30 EUR or so). I'd then use that managed 10 gbit switch which I put off by default. If I'd need the speed, I'd put it on. Thunderbolt is even better (way faster and cheaper, multipurpose, though you'd need to set up TCP/IP over USB), but I prefer AMD over Intel.
If you want a TB4 one with Intel, there's many Intel NUCs available, very cheap on Ali. Many of the ones I saw not from Ali are just rebrands (some, admittedly, with Coreboot).