the DELL VRTX provides a shared SAS Storage for your Blades, but only through a shared RAID Controller (shared PERC) - so there are no such features as storage snapshots and not the possibility to use an off-host proxy, as you already said.
If you add your Hyper-V Hosts to Veeam, it will automatically install an on-host proxy to your Hyper-V Hosts, so this component on your Hyper-V Blades will do the proxy tasks (fetching data from the storage, compressing them and sending the data to the repository role).
You can install the Veeam console itself on a virtual machine inside your Cluster, or better - if you have a physical server as backup target and Veeam Repository role, which I would recommend - to the physical backup server, so you are able to do restores also if your Hyper-V Cluster is down.
It is correct that the CSV disk is not directly accessible, it should not, and Veeam can handle CSV access quite well - "it just works"
Please do not experiment with raw access to the underlying disk.
During Backup, Veeam will trigger a snapshot/checkpoint of your VM (and also trigger an application-aware VSS inside the VM if configured), fetch the now frozen data from the Hyper-V host, and releases the snapshot afterwards.