Accepted Solutions
In my tries, I see two errors:1) it was impossible to start virtualmachines in headless and without host login, if the .vmwarevm is stored on an external volume
2) if I login on a host (for maintenance, for example), and after I logout from the host, the virtual machine shut down in very bad mode.
I hope I'm more clear than before and thanks a lot for your suggestions, they are very useful!
I actually understood that from your OP just didn't have the time to address it however wanted to mention the Time Machine issue.
FWIW In VMware Fusion even though one can start a VM headless with vmrun nonetheless I don't think it is officially fully supported and certainly not so when running a Virtual Machine as a Service, so to speak, by starting it prior to or without logging in. That said I'm not saying it can't be done, just that since the intent of VMware Fusion has been a Consumer Product it was not designed to be used in that manner even though to some degree it can. So expect to encounter issues and always maintain proper backups of the Virtual Machines as it relatively easy to trash a VM running it headless as a service or not.
Your number 1 makes sense since I do not believe non-bootable external Volumes are normally mounted prior to user login although I have never had the need to test and see if they were or at what point during the boot process they are mounted. Have you tried scripting a solution to mount a given volume prior to login and before starting the headless VM? BTW While I haven't tried that and therefore can't say whether or not it's doable however I'd be surprised it it wasn't.
A while back I wrote Running a VM Headless (no GUI) and Controlling Shutdown/Suspend with Mac OS X Reboot/Shutdown however I haven't updated it to reflect all of the discussions in the thread so one needs to read the entire thread. Using the information there I'd trying adding code to mount the external volume first before starting the headless VM.
As to your number 2, back when I was using a headless VM started before Login I had no problems if I need to login for something else and then log out and have the headless VM still running fine so I'm not sure what to say or what I can offer without being able to test under the exact uses case scenario you're employing. Unfortunately I have other things I want to do then to do testing on this issue since I do not at the present time have a need to run headless any more or would do so (run headless) from an external source. Nor do I see a future need for myself.
That said, if you do come up with a solution I'd encourage you to share it so if others have the same need they can benefit from your efforts. 
In my tries, I see two errors:1) it was impossible to start virtualmachines in headless and without host login, if the .vmwarevm is stored on an external volume
2) if I login on a host (for maintenance, for example), and after I logout from the host, the virtual machine shut down in very bad mode.
I hope I'm more clear than before and thanks a lot for your suggestions, they are very useful!
I actually understood that from your OP just didn't have the time to address it however wanted to mention the Time Machine issue.
FWIW In VMware Fusion even though one can start a VM headless with vmrun nonetheless I don't think it is officially fully supported and certainly not so when running a Virtual Machine as a Service, so to speak, by starting it prior to or without logging in. That said I'm not saying it can't be done, just that since the intent of VMware Fusion has been a Consumer Product it was not designed to be used in that manner even though to some degree it can. So expect to encounter issues and always maintain proper backups of the Virtual Machines as it relatively easy to trash a VM running it headless as a service or not.
Your number 1 makes sense since I do not believe non-bootable external Volumes are normally mounted prior to user login although I have never had the need to test and see if they were or at what point during the boot process they are mounted. Have you tried scripting a solution to mount a given volume prior to login and before starting the headless VM? BTW While I haven't tried that and therefore can't say whether or not it's doable however I'd be surprised it it wasn't.
A while back I wrote Running a VM Headless (no GUI) and Controlling Shutdown/Suspend with Mac OS X Reboot/Shutdown however I haven't updated it to reflect all of the discussions in the thread so one needs to read the entire thread. Using the information there I'd trying adding code to mount the external volume first before starting the headless VM.
As to your number 2, back when I was using a headless VM started before Login I had no problems if I need to login for something else and then log out and have the headless VM still running fine so I'm not sure what to say or what I can offer without being able to test under the exact uses case scenario you're employing. Unfortunately I have other things I want to do then to do testing on this issue since I do not at the present time have a need to run headless any more or would do so (run headless) from an external source. Nor do I see a future need for myself.
That said, if you do come up with a solution I'd encourage you to share it so if others have the same need they can benefit from your efforts.