Create NIC between two VM's without using network switch?

Create NIC between two VM's without using network switch?

I have a proxmox virtulization solution using Opnefiler as my SAN. It is
currently a 3-box setup. Two hypervisors along with a SAN. On one
hypervisor I have two VM's, one Linux and one Windows. These two VM's work
together as the Linux VM is the website + database, and the Windows VM is
a scraping script. When the Windows VM is running the update script it is
uploading data to the Linux VM to download. The flow is something like
this:
Storage -> Network (internal) -> Windows VM -> Network (external) -> Linux
VM -> Network (internal) -> Storage
I think that is the flow at least. I am not really sure if there is anyway
to try and cut out the network steps if possible. I am on a one gigabit
connection internally and this will surely be a limiting factor between
the communication for these VM's, as it will be cut to a 500 mbit
connection in theory. One VM will be uploading and the other will be
downloading and this will saturate the port out a lot faster than i would
like to.
Is there anyway to make it so the VM's can communicate directly on the SAN
without having to reach the network at all?