I think the question is if you want to add the external USB hard drives to Proxmox so that not just the mentioned Ubuntu VM but other VMs and LXCs can benefit from them or if you want them to be added exclusively to the Ubuntu VM and Ubuntu VM only.
If it is the latter, you can leverage USB device passthrough and passthrough the two drives to the VM in whole. Then you can do whatever you want with them inside the VM. You can use ZFS or BTRFS or mdadm to create a stripe aka RAID 0 config.