Just a quick update. I opened a case with Trend Micro (00312690), but they are basically saying the same thing- We don't know anything about Veeam, and snapshots *probably* shouldn't be taken.
I redeployed the agents again, and made sure to exclude them from Veeam. I did notice something new after deploying the ESX Agents the second time. I deployed the Guest Introspection and Trend Micro agents to my cluster of 4 hosts. However, I found that one out of the four has a snapshot that was created during its deployment (one Guest Introspection and one Trend snapshot). The snapshot is called "eam_snapshot", with a description "Snapshot used to create new agent VMs". I *think* the purpose of it is for deploying additional agents, but I'm not sure why it only keeps a snapshot of a single agent, and I don't know if it automatically deletes it over time. It's been there for 3 days now.
Regarding Veeam Backup, doesn't it delete all snapshots when it processes a guest VM, whether it was created by Veeam or not?
I hope Veeam will add some NSX awareness. At least consider an automatic, default rule to exclude ESX agents or anything inside the "ESX Agent" resource pool.