Being a complete proxmox newbie maybe it is too dare.
I am wondering if this would be possible using Proxmox in the host:
install proxmox in a 100Gb raidz/mirror partition in the nvme disks
manually create two extra partitions with the rest of the disk /dev/nvme0n1p3 and /dev/nvme1n1p3
create a vm and passthrough the 4 hdd disks AND the two partitions (1)
install TrueNAS in the VM and within Truenas:
create a zpool raidz/mirror with the two nvme partitions
create a zpool raidz2 with the 4 hdd data disks
zpools could be created in the proxmox host and passedthrough but as far as I know TrueNAS create datasets/folder on them, so better let it do ti all by itself.
Do NOT passthrough HDDs or partitions: Passthrough SATA/SATA controllers and whole NVMe drives (i.e. the NVMe controller). ZFS assumes, and requires, full control of drives.
So your scenario is:
Get an additional (NVMe) drive to install Proxmox onto.
Install TrueNAS in a Proxmox volume on the boot drive.
Pass through the chipset SATA controller (Proxmox does not use any SATA drive) and the two 2 TB NVMe to True NAS.
Still do not pass partitions rather than whole drives/controllers. Use one drive for Proxmox (or TrueNAS bare metal) and the other as single drive vdev.
Better: Check again whether you really have no room for extra drives—including a SSD on a USB adapter for use as boot drive.