I'm not sure how exactly your current setup works so I'll just write down my own design and see if it helps.
First of all, given that you have a sense VM that seems to be supposed to serve as the (default) gateway for most your VMs, on the host side (proxmox) the physical NIC should be enslaved to (a.k.a. become a bridge port of) a "WAN bridge", with the sense VM connected to both the "WAN bridge" and a "LAN bridge", which the other VMs are connected to.
With such setup, all the IP configurations should be done inside the VMs (including the WAN/public IP and LAN/private IP of the sense VM). No IP configuration should be done on any of the interfaces on the host side. The physical NIC and the two bridges should merely be "up", period. (You can assign a LAN/private IP on the LAN bridge if you want to allow communication between the host and the VMs though, but that IP should NOT be used as the default gateway on the VMs, otherwise the sense VM will be pointless.)
Certainly the problem with such setup is that the host itself will have no Internet connectivity, since it has no public IP, unless:
- You have an extra public IP which you can assigned on the "WAN bridge", OR,
- Add a default route that uses the "LAN IP" of the sense VM as the gateway
Now since you do have an extra public IP and your "new" goal is to use it as some kind of "DMZ" for one particular VM , so unless there's some particular reason that you don't want any traffics from the host itself to the Internet to have that extra public IP (but instead, the other one assigned to the sense VM) as their source IP, option 1 would be the way to go.
Note that whether you need a new bridge (and in that case, a new private IP subnet) purely depends on the whether or not you want that one VM to be isolated (well, on L2) from the other VMs. If not, it can remain attached to the same bridge. (Just make sure the LAN bridge has a private IP and that VM uses that IP instead of the LAN IP of the sense VM as its default gateway.)
P.S. If you need the proxmox host itself to use the public IP assigned to the sense VM for Internet, while at the same time you need the "DMZ" setup for "that one VM", you probably need to set up source-based routing with ip rule
, which can allow traffics from that VM to look up an alternate route table with default route that uses the "WAN bridge" and the corresponding "public gateway" of your public IPs, while traffics originated from the host itself can look up the main table with default route that uses the sense VM as the default gateway like the other VMs do as mentioned above.
(Certainly SNAT should be set up on Proxmox for the special VM, i.e. private IP Z or S, as well so that "active" traffics from the VM would "work".)