it depends how you pass them through. if you pass through the actual (PCI or USB) hardware, then no. if you use the physical disks as "source" for the virtual block devices (e.g., scsi0: /dev/disk/path,other_options
in the VM config), then yes. the backup task log will always tell you which volumes are backed up or not. you can always use proxmox-backup-client directly (e.g., within the VM) to backup any disks you want - but then you need to take care of consistency yourself (e.g., by backing up snapshots instead of the changing disk itself).