Is this urbackup-docker in a VM or an LXC? If the latter, you don’t need to add it in storage at all; you can bind mount the folder and use it directly. Here’s some info on that. If it’s in a VM and you want to use the directory directly (as in not just make a disk image inside the directory to pass as a block device) you’ll have to do some file sharing to the VM.
You’ve got some decent answers already, but since you’re getting interested in ZFS, I wanted to make sure you know about discourse.practicalzfs.com. It’s the successor to the ZFS subreddit and it’s a great place to get expert advice.