Hey,
As mentioned, you will need to have shared storage between physical and virtual machines. You can use StarWind VSAN to connect replicated storage via iSCSI between the instances. The following will walk you through the configuration process:
https://www.starwindsoftware.com/resource-library/starwind-virtual-san-installing-and-configuring-sql-server-2019-tp-failover-cluster-instance-on-windows-server-2016/
Cheers,
Alex Bykovskyi
StarWind Software
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