Proxmox recommends to not install anything directly on the proxmox host/baremetal.

Personally I would set this up as:

Proxmox installed on whatever single disk or raid 1 array.

Create a TrueNAS(or whatever OS you want) VM inside Proxmox. Mount the rest of the drives directly to the TrueNAS VM via Proxmox’s interface.

In the TrueNAS VM take the drives that were mounted directly to it and setup your array and pool(s) to your preference.

Now, I’d say you have two paths from this point:

• Inside the TrueNAS VM use their tools to create a VM within TrueNAS and use that for your arr stack.

OR

• Go back to Proxmox and create another VM or container and setup your arr stack in that container and point it to your TrueNAS via network mounts using internal networking from within proxmox(virtual bridge with a virtual LAN).

Either option has pros and cons. Doing everything inside TrueNAS will be a bit more simple, but you do complicate your TrueNAS setup and you’re at the mercy of how TrueNAS manages VMs(backups, restores, etc.). On the reverse with Proxmox, setting up the vmbridge and doing the network mounts is more work initially, but keeping the arr stack in a Proxmox VM/container lets you do direct snapshots and backups of the arr stack, and if you ever need to rebuild it or change it to another arr style set of tools then you can blow away the Proxmox VM and start fresh and resetup the network mounts.

Or don’t do any of the above and just install TrueNAS on the box directly as the baremetal OS and do everything inside TrueNAS.