So here's my little guide for everyone who wants to do this:

1. During install set maxvz to 0 to not create local storage and keep free space for Ceph on the OS drive. [GUIDE, 2.3.1 Advanced LVM Configuration Options ]
2. Setup Proxmox like usual and create a cluster
3. Install Ceph packages and do initial setup (network interfaces etc.) via GUI, also create Managers and Monitors
4. To create OSDs open a shell on each node and

4.a. bootstrap auth [4]:
ceph auth get client.bootstrap-osd > /var/lib/ceph/bootstrap-osd/ceph.keyring

4.b. Create new logical volume with the remaining free space:
lvcreate -l 100%FREE -n pve/vz

4.c. Create = prepare and activate the logical volume for OSD [2] [3]
ceph-volume lvm create --data pve/vz

5. That's it. Now you can keep using GUI to:

    create Metadata servers,
    Clicking on a node in the cluster in "Ceph" create a CephFS. And then add in "Datacenter-Storage" for CD images and backups. This will be mounted in /mnt/pve/cephfs/
    And in "Datacenter-Storage" add a "RDS" block device for virtual VM HDDs.