Does Proxmox VE Support LVM as block storage for KVM guests to avoid the overhead of going through the filesystem layer on the host system ?
Go into Datacenter > Storage > Add > LVM Group, specify an existing LVM volume group, and you are good to go.
New "disks" will be created as logical volumes on the LVM group you've specified.
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LVM on Proxmox works on shared storage too because Proxmox uses CLVM. You simply share the same LUN to all Proxmox nodes.
CLVM and Proxmox take care, that the same LV is not used on more than one node.