Depending on the vendor and make of your SAS controller, Hyper-V may not support discreet device assignment. However, using single disk passthrough or even regular VHDX files should be supported and work perfectly.
If TrueNAS does not support those kinds of options, you may try an alternative solution, like Starwind https://www.starwindsoftware.com/blog/starwind-san-nas-over-fibre-channel-mdraid-vs-graid that supports ZFS and MDRIAD and works in almost any configuration.