Hi,
saving the backups in the same infrastructure you are protecting is a mojor design errors, and I've seen even large corporations giving too much trust in their storage by thinking it cannot fail since it has some degree of redundancy.
My two cents: design for fail! Think as everything in your infrastructure can break, and design a backup system that can help you survice the most common disaster scenario.
Since you have a single ESXi host and you are planning to use Veeam, also consider their Replication capabilities and to introduce a second ESXi server to replicate VMs to. This can help you reduce downtime when a problem happens to the production ESXi servers. Backups are useless if you do not have another ESXi server to restore them to.
Luca.