This actually isn’t a supported method. You don’t want to install anything on top of Proxmox as you run the risk of it being auto removed on an upgrade. You should make a VM and run Docker on that VM.

My femboy, just switch back to UNRAID. You like it, are familiar with it, and it does run very well. It’s also pretty stable and extremely user friendly. TrueNAS can be installed as a VM and you can play around with it and learn the ins/outs. I wouldn’t concern yourself with Proxmox as the ease of “reduced upheaval” needs shared storage which all your storage is living in the box and therefore not shared. Make your life easier and just go with what you know and like.