There is a part of the infrastructure, where I have to do a sw raid on vmware esxi, because the SmartArray controller cannot be added and connection to the storage is not possible as well. So what I plan to do, is to have 3 disks in the server - 1 for booting the esxi and 2 provisioned to the VM, so I could do the sw raid within the OS installation process. So the virtual machine is going to have 2 virtual disks, each from different datastore/physical disks.
The question is, what is the performance impact in this case? (VM is nagios with 100+ checking hosts and services), or should I search for another solution ?
I'd suggest searching for another solution. With this type of hardware, you should not need to use any form of software RAID.
What is the constraint with the hardware? If you have recent HP hardware (G6, G7, G8) you can boot ESXi off of internal USB or a decent-quality SDHC card. That frees your disks and Smart Array controller for pure VMWare data store usage. Dedicating a single disk for ESXi is wasteful in this case.
Take the disks and create a RAID 1 logical drive with two disks or RAID 1+0 with four disks and install your Nagios VM on top of that datastore. Avoid RAID 5 if you can.
See: What are the different widely used RAID levels and when should I consider them?
Why not use smartcd from hp, make it raid 1. Then in the esx create some disk for raid needs at vm1 then in os installation make sw raid linux. Same step wit vm2.