So now you can enter the console, you can config the ethernet assignment directly to match what PVE passing to it.
If the OpenWrt router is standalone (like the R2S/R4S I have), I use LXC inside.
USB WiFi previously as proof of concept I was just using an old Ralink 802.11n USB one, now I have a Comfast 953AX which should also work but haven't done anything further yet.
When your host has the correct driver, the device should be able to be assigned to your container just like those 2 x 2.5G ethernet, the OpenWrt inside should have no problem to see it properly.
I didn't rebuilt, was moving home before so I didn't have time, however I heard from someone else who was also inspired by my setup did a recompile, the most important thing is to add "KVM" support in order to get hardware acceleration when creating AARCH64 VM. This will allow OpenWrt VM running at full speed.
Of course with PVE I don't nest virtualization again, just create another PiHole LXC alongside, I'm tired of all those docker networking setup, I'm living with PVE + LXC now.