Hi,
Yes it works fine, but you will need to configure a lot. First set on every Server Proxmox OS with ZFS raid-0 if you got an RAID Controller.
Then make a cluster off all node's then you will configure MSA 2060 as ISCSI use an DISK volume as ZFS then you got possible way to Failover within 2min off Down time if one node goes down if it got SSD's in MSA 2060.
Conclusion is Yes its works fine need lot off searching an Configuration's.
On CLI Base and one's if works you got max down time off 1 year 30min almost because proxmox need to reboot sometime's after upgrade's,
also as VM's.
Happy To Help you out,
By Netwerkfix