When adding another node to the proxmox cluster and the LVM is missing it is not possible to add it correctly over the web interface. But here is how it works.
lsblk vgcreate pve /dev/sdc lvcreate -L 30G -n data pve lvconvert --type thin-pool pve/data
delete the VLM (just in case you need it)
lvchange -an /dev/data/data