If you create new logical volumes in the existing pve volume group used by proxmox, then when you try to delete your logical volume it will fail with error code 5.
As far as i understand it proxmox tries to deactivate the whole volume group to remove that logical volume (the vgchange -aln command) but it can't do this as the /dev/pve/root LV is mounted to / and is locked (as its in use), hence the error.
I got around that by setting up a separate VG on a different RAID controller for storage volumes (virtual disks/backups etc).
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