Apple restrict use of their music service within Sonos app to those with an active Apple Music subscription.

You can Airplay from the Apple Music app to a compatible Sonos speaker.

I’ve downloaded all ‘purchased’ Apple content to my library locally, which happens to be stored on an NAS, and play it from there. 

Is there an ideal app to download/use in conjunction with Sonos that will allow me to play my own purchased music?

I use what used to be called iTunes, is now called ‘Apple Music’, not to be confused (easily done) with the Apple Music service.

I still use it to rip music, too, since the majority of what I own is on CD. I’ve just told it my music is stored on the NAS. 

The Mac Sonos app - set up your local library with it.

Plex + Plexamp

https://support.sonos.com/en-us/article/add-your-music-library-to-sonos