It sounds like you are able to get the Hyper-V role installed, but you probably need to configure your vSwitch/port group on the ESXi host to be in promiscuous mode so that the nested networking works.
Thanks for the suggestion. I have only enabled promiscuous mode when doing a packet capture to troubleshoot a problem.
That fixed the problem. Will write that one down in my book of tricks to use the next time when I have to do this.