By design files only exist in one location, either the array or one of the pools.
If your pool is configured with multiple drives in a healthy fault tolerant configuration like RAID1, then a device failure should be covered.
In any case, pool or parity array, important files must be backed up elsewhere. RAID or Unraid is not a substitute for backups, it can't help with file corruption or deletion, only disk failure.
In my opinion for VM's you should be using the same strategy you would use for a regular desktop, where you have a backup client on the OS itself, be it windows backup, acronis, or whatever.