I don’t have a Synology, but I implemented SHR manually using mdadm and LVM. If you have a RAID 1 array you can just add disks to it and “upgrade” it to the next tier of your choice. So with 3 disks you could just go to RAID 5 and that chunk would now become RAID 5.
It wouldn’t be merged with any additional chunks directly. Rather, you’d use LVM to create a volume group with each chunk added (each chunk world be formatted into a PV). From that you would carve out your volumes and then your file systems on top of that.
This is a pretty simple layout and I imagine Synology is pretty close to this.
The best way, I found to do this is to actually first partition your drives into 2-4TB chunks. Each of these partitions is then added to a RAID array, minimizing waste if you have mixed size drives. e.g. with three disks the first partitions are grouped into one raid array (chunk) and then the second partition of each disk is grouped into the next array, etc.
So, in your case, I suspect the Synology created a 1TB partition on each of your 1TB drives. If you replace 2 of those, Synology would create 1TB partitions on the new drives that match the existing raw disk size. It would then create a new RAID 1 array using the 3tb of additional space that’s sitting on new 3tb partitions. LVM would then add this chunk to your volume(s).
Of course, that’s just my guess based on research I did a while ago to build my own array. Check out the Synology RAID calculator. It’ll give you some ideas about this, too.
I’m not sure why SHR would require any file system, it’s an abstraction that sits below that layer.