So just to answer my own question...
As far as I can tell, it's fine to store a VHDX file itself in a pool (and, therefore, to duplicate it if required).
It's only a mounted VHDX that isn't supported for inclusion as part of a drive pool, but think there's no reason why a VHDX file itself can't be simply stored in a pool.
My VHDX file happens to be a BitLocker drive; if it turns out that a BitLocker VHDX file shouldn't be stored in a pool for data integrity reasons (just as databases shouldn't be stored in a pool), I would appreciate it if someone could let me know!