Simple guide for fulldisk encryption with Proxmox and ZFS native encryption
Install normally using the installer, after the setup reboot into recovery mode (from the USB stick). Make sure to install in UEFI mode (you need systemd-boot).
If the USB stick is not working for you, because of the old Kernel version (2.6.x), you can also use an Ubuntu 19.10 / 20.04 boot stick. ZFS suport is enabled there out of the box.