First suggestion: use the script in the first post here to install HA on ProxMox: Installing Home Assistant OS using Proxmox 7
If the laptop has networking, WiFi or hard wired, ProxMox will bridge the connection to HA, so you don’t need an additional ethernet adapter. That’s the beauty of virtualization!
For the Z-Wave USB stick, start with your HA VM shutdown. Plug the stick in to your ProxMox server, configure the hardware in your HA VM, then start the HA VM. HA should see it, and you should be able to configure the integration to use it. See mine below, with a Zigbee and a Z-Wave stick passed through:
