I've been running Unraid on top of Proxmox for over 3 years. No problems whatsoever. I initially bought a RAID controller to directly pass the drives to the UnRAID VM. Another option is to passthrough the SATA controller of your motherboard (only possible if you don't use them on the host).
I documented the process on my blog (it's quite straightforward): https://simplyexplained.com/blog/howto-virtualize-unraid-on-proxmox-host/
Yep! The only requirement is that your NVMe controller is in a separate IOMMU group than the SATA controller. But that should be the case.