Hmm, staying with iSCSI. You should create one large LUN that is available on each node. Then it is important to mark the LVM as "shared". This way, PVE knows that all nodes access the same LVM, so copying the disk images is not necessary on a live migration.
With such a setup, PVE will create LVs on the same VG for each disk image. So no handling of multiple VGs or LUNs is necessary.
With such a setup, PVE will create LVs on the same VG for each disk image. So no handling of multiple VGs or LUNs is necessary.
The multipathing PVE wiki page lines out the whole process: https://pve.proxmox.com/wiki/Multipath