I installed Proxmox Backup Server several times, both on bare metal and virtualized inside Proxmox VE. This time I did it in PVE as virtual machine and encountered an issue while initializing disk with GPT, creating directory, LVM or ZFS. In other words, I was unable to create any datastore at all. So there is CLI that can help us:

proxmox-backup-manager disk list
proxmox-backup-manager disk initialize sdX
proxmox-backup-manager disk fs create mydatastore --disk sdX --filesystem ext4 --add-datastore true

And that’s all, it works fine. In UI I got timeout. No idea why. Fortunately there is a alternative path.