Affinity rules in the HA manager are supported since PVE 9:
https://pve.proxmox.com/wiki/Roadmap#Proxmox_VE_9.0
The respective docs can be found here
https://pve.proxmox.com/pve-docs/chapter-ha-manager.html#ha_manager_rules
the exit-node on proxmox is only to generate config with advertisement of the default type-5 route on proxmox node you want to use as exit-node.
as here, you want to use arista as exit-node, you don't need to define exit node
yes, you need to announce a type-5 0.0.0.0 for each vrf.
you need to setup a symetric evpn config on your arista
https://www.youtube.com/watch?v=z26zM-GF4WM
It's really the way to do it (I'm running arista in production), as you have the chance...