Up until yesterday I thought it is not possible because if it would, Unraid would include that as part of the pool options.
Yesterday I stumpled over that very old post:
https://erikugel.wordpress.com/2010/04/11/setting-up-linux-with-raid-faster-slackware-with-mdadm-and-xfs/
Is it really possible to build a XFS RAID on Unraid?