If you have an HBA I would indeed suggest running truenas in proxmox and passing through the HBA to the VM. Truenas/ZFS really likes raw disk access and passing through an HBA is the easiest way to guarantee that. If everything is connected to motherboard sata ports you're probably better of running truenas scale on bare metal instead.

Truenas has a hypervisor (KVM, just like proxmox). For a VM or two it's perfect and it even supports GPU passthrough as a gui option, but anything over that and I'd rather use the proxmox management layer instead.