I never had the tenacity to consider my build "finished," and definitely didn't have your budget, but I built a 5-player room[1] for DotA 2 back in 2013.
I got really lucky with hardware selection and ended up fighting with various bugs over the years... diagnosing a broken video card was an exercise in frustration because the virtualization layer made BSODs impossible to see.
I went with local disk-per-VM because latency matters more than throughput, and I'd been doing iSCSI boot for such a long time that I was intimately familiar with the downsides.
I love your setup (thanks for taking the time to share this BTW) and would love to know if you ever get the local CoW working.
My only tech-related comment is that I will also confirm that those 10G cards are indeed trash, and would humbly suggest an Intel-based eBay special. You could still load iPXE (I assume you're using it) from the onboard NIC, continue using it for WoL, but shift the netboot over to the add-in card via a script, and probably get better stability and performance.