when virtualising SQL server for SCOM it is recommended hat you store the operational database and data warehouse database on a direct attached storage, and not on a virtual disk.
Has anyone got some practical advice on how to do this with SQL Always On?
You can store the SQL Always On databases on virtual disks, then store the virtual disks on the direct attached storage.
Example scenario:
Hyper-V standalone host with direct attached storage.
The Hyper-V host is using Storage Spaces to host it's virtual machines on.
(if the Hyper-V host is clustered you can create a Storage Spaces Direct instead for high availability).
Hyper-V virtual machines that have their .VHDX stored on the storage pool of the Storage Spaces / Storage Spaces Direct.
The SQL Always On virtual machines have their databases stored on dedicated virtual disks (.VHDX), which are stored on the direct attached storage of the Hyper-V host.