Your CPU still might not have the necessary features. See https://kb.vmware.com/s/article/80785

In particular. the lack of the VMCS shadowing feature is the one that gives people the most trouble. Not all Intel chips that Apple selected have this feature - even for more recent Intel Mac models. Intel gives clues that the VMCS shadowing feature is present in chips that are part of the vPro program. Those chips are listed here: https://www.intel.com/content/www/us/en/products/details/processors/vpro/products.html

I think you'll find that many Intel Mac models have chips that aren't vPro and therefore don't have the VMCS shadowing.

Fusion will fall back to software tactics to deal with this lack of a hardware instruction when using nested virtualization.. As they note, this workaround will let the VM run, but performance will not be stellar.

You can't discount the possibility of quirks with Hyper-V running nested in a Windows VM. (WSL uses Hyper-V). Especially when that Windows VM runs on top of an Apple hypervisor. A guest is at the mercy of the hypervisor as to what hardware features it's going to expose to it. I'm fairly sure that Apple hasn't gone out of their way to test Hyper-V running on top of their hypervisor framework. 

Microsoft doesn't exactly shine at nested virtualization even if the host is a Windows machine running Hyper-V.