I've also had problems with that. IIRC it had something to do with the system for some reason loading the stock version of hpsa, then failing to set the hba_flag.
In the past I had a systemd unit which would do the modprobe before zfs attempts to scan the drives, as the modprobe conf sometimes...
I maintain a fork of the hpsahba repo that is proxmox-friendly by default. It addresses issues like the hardcoded kernel version in the upstream version.
It contains an install script for the dkms module which does all the work of installing the kernel module for you.
Today I've implemented...