SATA to SCSI

Shut down your VM and mount the install ISO (Win10 for example) and the VirtIO ISO.

VirtIO Driver download: https://fedorapeople.org/groups/virt/virtio-win/direct-downloads/stable-virtio/virtio-win.iso

Set the boot order to the Windows ISO.
Set the boot disk type as SATA.
Start the VM and it will boot in the setup screen. Hit any key when prompted.
Press SHIFT+F10, that will bring up the CMD shell.

Check which drive letter the VirtIO ISO DVD drive has (E: for example).

Next step will insert the drivers:
dism /image:C:\ /add-driver /driver:E:\vioscsi\w10\amd64

Once the command has completed power down the VM from the CMD shell with:
wpeutil shutdown -s

Unmount both ISOs from the VM

Change the disk type to SCSI:
nano /etc/pve/qemu-server/101.conf (or whatever your VM ID is)
Edit: sata0: /dev/disk/by-id/.. --> scsi0: /dev/disk/by-id/..

Change boot order to scsi0 from Options in Proxmox GUI.

Power it on again. Now Windows should boot as desired.