Where to install ESXi so that all local drives are available to VSAN
The VSAN design guide recommends the following:
Use SD, USB, or hard disk devices as the installation media whenever ESXi hosts are configured with as much as 512GB memory.
Use a separate magnetic disk or solid-state disk as the installation device whenever ESXi hosts are configured with more than 512GB memory.
My recommendation for your specific Supermicro configuration is to use the internal USB with an enterprise purpose-built USB card (there should be a slot on the motherboard). If not, and your hosts are using a SAS HBA or motherboard SATA ports, and you have spare drive slots, using a small single SSD is an okay alternative.
In terms of the caveats associated with USB/SDHC card boot in vSphere, my experience is here:
What happens when the USB key or SD card I've installed VMware ESXi on fails?
VSAN accounts for this situation reasonably well.
You can, but you don't really want to, because then you have one disk smaller than the rest, and you can't use passthrough if you wanted to.
Most servers have an internal SD-card slot (or sometimes mirrored slots), or an internal USB port directly on the motherboard. You can install it on one of these. I have a bunch running off the SD card, and two that use USB stick.
ESXi is smart enough to know that it's installed on flash media. Have a look at this KB from VMWare.
If you do end up on USB instead of SD, make sure you buy a good, proper flash drive that has a nice fast write speed. I just spent my entire day copying 60GB of files onto a 64GB flash drive that could only write at 3MB/sec. It was horrific. The USB sticks that cost twice the price typically get way, way more than twice the performance.