My recommendation would be to create two different storages in proxmox, one using zfs_over_iscsi for KVM which provides all zfs features like (linked) clones, life snapshots, etc. and one using LVM with network backing as explained here: https://pve.proxmox.com/wiki/Storage_Model#LVM_Groups_with_Network_Backing for lxc. Pay attention to these to important recommendations:
Manually create a volume and share this volume through an iscsi target. Using this target for the iscsi plugin to create a shared LUN for proxmox on which you create a lvm storage with network backing. Use the same zfs pool for configuration of the zfs_over_iscsi storage to use for KVM's. The zfs_over_iscsi plugin will not overwrite the zvol used for your iscsi target for lvm storage. In this way you have options to running cluster wide VM's using both kvm and lxc which can be life migrated across the cluster either manually or through HA. live migration for lxc is still in the making but will enter proxmox before you know it;-)
- disable 'use LUNs direcly'
- Enable shared use (recommended)
Manually create a volume and share this volume through an iscsi target. Using this target for the iscsi plugin to create a shared LUN for proxmox on which you create a lvm storage with network backing. Use the same zfs pool for configuration of the zfs_over_iscsi storage to use for KVM's. The zfs_over_iscsi plugin will not overwrite the zvol used for your iscsi target for lvm storage. In this way you have options to running cluster wide VM's using both kvm and lxc which can be life migrated across the cluster either manually or through HA. live migration for lxc is still in the making but will enter proxmox before you know it;-)