You've got a lot going on here.
Snapshots: In general, you can take zfs snapshots and then use syncoid to send them to another system. LVM snapshots are atomic all the same but afaik those are just done via the "snapshot" portion of a VM. They really aren't used for backups if I recall.
Backups: Are you planning on backing up on this system or to another? Using Proxmox Backup Server is your best bet honestly. Super capable product.
Performance: Unless you're really pushing these VMs, the impact of running on the HDDs should be negligible.
LVM vs thin- LVM thin just lets you overallocate is all. You can allocate 30GB but it'll only use up to it as it goes. Allocating 30GB on LVM normal will hold that 30GB for itself regardless.