FreeNAS seems to need at least two disks for the GUI to work as intended. I managed to have the opposite problem. I added disks and created a way to mount my volume wrong which ended up storing files on my OS drive.
for you:
create a miniscule .vmdk or .vdi in the VM manager
add it to your machine in the settings
In FreeNAS
Access the command line
mkdir /mnt/mountpoint
Get into the FreeNAs GUI
Add the other disk from earlier and mount it at /mnt/mountpoint
Boom! Now you are writing to the OS Disk. Mind your permissions.
For me it was a glitch, for you it could be a workaround.