Depends on what you want to do or will do in the future. Are you having a raid-controller or a hba? If raid-controller then you can use raid1 and go with ext4 and make lvm-thin pool in proxmox ui -> there you can put your vms.
if you have a hba then you might go for zfs, this is not allowed on raid-controller cards, only on hba or onboard-cabling. if you might add another server in the future, you could setup some ha-kinda like setup with zfs-async-replication between two hosts (+ a third quorum). As this is only possible with zfs, you should think about this even when only starting with a single host.