Thx for your statements. To clarify, I did install a Win10 VM on ESXI Host with only B&R installed on this particular VM.
For backups I use the StartVBR-Script provided by Vladimir Eremin to do a backup (German https://www.veeam.com/blog/de/veeam-backup-free-edition-now-with-powershell.html
In this script there is a possibility to define a $Directory. I use a UNC path like \\10.10.10.10\backup where the user account has read/write access to.
So installing a virtual proxy server on another VM will not help me as far as I understand the script because I cannot define such a server.
The Win10 VM has enough RAM left during backup but in the Windows activity manager I can see that there is a lot of HDD traffic on this VM during a backup.
Would it help to use net use fo the UNC in Windows that the share is X:\ and define the $Directory as X:\backup?