I would prefer 1. Restoring a failed ZFS mirror is easy, and you can continue to operate while a new drive arrives.
2 will get you more space in theory but you’ll have downtime with any problem like you said, and you’ll also have slower speeds without the mirror.
3 is unnecessary unless you have a good reason.
I don’t see any disadvantages with Proxmox and VMs on the same disk, as Proxmox shouldn’t have much activity going on.
My suggestion is to set up Proxmox under a VM and give it some virtual disks to replicate these setups and then yank a disk and try to recover. Write down the steps it takes to get back to a normal system and see if that affects your decision.