@michaelyeo I've personally ran into this issue when I built an inexpensive server machine using off-the-shelf computer components as I recently built a machine with an integrated CPU as well as GPU in a micro-ATX form factor. The unfortunate truth is that if I had the ability to go back in time and change which motherboard and processor I'd be using, I would spend a few more dollars and purchase a motherboard that has more than just two on-board SATA ports.
Depending on which form-factor your motherboard is, there are actually several PCI-e x1 cards that have dual SATA III connectors that shouldn't really give you much of a bottleneck when it comes to putting two drives in any RAID configuration besides a striped/RAID 0 array and those cards are pretty cheap and commonplace these days. Using such a card would give you the two SATA III ports you'd need for the dual 2.5" drives and you'd still have your two on-board SATA ports for your boot volume and optical drive. Of course it's not the ideal setup, but Newegg sells several of these cards for no more than $20. Here's a prime example:
These cards tend to use pretty popular chipsets made by companies like Silicon Image and Marvell and are recognized by Windows 7+ and other *nix operating systems without any external drivers needed (but still come with a mini CD drivers disc just in case as well as provide the drivers for downloading directly from the manufacturer's website) and provide very decent speeds even over a simple PCI-e x1 slot. The cards can also be purchased on eBay for cheaper than what Newegg charges but these cards tend to all be drop-shipped from unknown Chinese vendors and they might not use the same quality components that a known vendor would use, plus you have the advantage of a solid warranty should the card give you any problems later on in the future. I've learned this lesson from personal experience with USB 2.0 and 3.0 PCI-e cards that only have tin contacts instead of gold contacts that you see on higher quality cards.
I can also say without any bias that I have ran into some RAIDON products before that weren't as capable as anything that ICY DOCK provides, particularly a 4 bay external RAID box that had eSATA and USB 3.0 support. I actually have a good friend who used one of their boxes as their storage tank for their ripped movie and music collection, and had problems from the very start of his setup. His drives were setup in RAID 5 mode and because the eSATA connector required you to connect the box to a computer using a SATA controller compatible with port multipliers he could never get it working properly and had to rely solely on USB 3.0. About 6 months later the power supply went out and he had to wait over a month to receive the replacement external AC adapter before he could regain access to his files again. He finally wised up and invested in a Western Digital My Cloud 4-bay NAS that directly connected to his network and hasn't had a problem since.
This isn't to say that RAIDON is a bad company by any means, but if there's a lesson to be learned it's that you should always do in-depth reviews of products before you commit to purchasing them as you could end up paying for it in the end.
I wish you the best of luck in your search though, and we are always here to help out in any way that we can. Let us know if there's anything else we can do for you.
EDIT: I had another idea that might save you a little bit of hassle. Have you considering going the alternate route of just converting your slim optical drive to an external USB drive? This is the setup I use on my low-end server as I have my FatCage taking up all of the external 5.25" bays, and I can easily plug and unplug the drive whenever I need access to an optical drive and put it away when not needed. Even USB 2.0 can handle reading and writing to BluRay drives at 4-6x (but would probably stick to 4x if you're writing a BD-R over USB 2.0 drives). There are even USB 3.0 kits showing up around the internet now that up the bandwidth to your optical drives and with USB 3.0 you could easily burn BD-Rs at 16x and beyond - even though most BD-Rs are only marketed at being able to be written to reliably at 6x. I actually use Verbatim BD-Rs for burning movies that are 6x but can be written to reliably at 12x without any issues.
Just wanted to throw that idea out there, because you could purchase an inexpensive adapter such as the MB322SP-B which would give you dual 2.5" hot-swappable drive bays as well as space for either an internal 3.5" hard drive or something external like USB card reader...or just use the included dust-cover and slide it into place so that it blocks off the hole where the 3.5" bay resides.
Newegg currently has a promotion going on for the MB322SP-B that has a $5 rebate making this adapter only $20 with free shipping. Here's the link: