You will have difficulty with thunderbolt in Proxmox as it's not natively supported.
I've read about some getting it to work, but is it really the solution which you want to trust your data on.???
I want to test it...I have a 2 bay NVMe enclosure and it would make a perfect NAS. I could just throw away Proxmox and run TrueNAS on bare metal but I want the Proxmox functionality also.