If you use ZFS there is no need for qcow2 because ZFS already supports snapshots and is also a CoW Filesystem. "Raw" means using ZFS natively on block level and that is the only format that ZFS allows for blocklevel access.
If you really want to force PVE to use qcow2 you could mount a ZFS dataset and use that mountpoint as a "Directory" storage. Then you are accessing ZFS on file level and qcow2 will work. But I really wouldn't recommend that.