Ok so if is behaving differently under different Hypervisors that’s odd but I guess it tells us exactly where the problem is! NIC Drivers!
In Xen when you install VyOS it comes up using paravirtual interface drivers.
When you run ethtool you get no output, any attempt to change offload or ring buffer sizes is met with an “Operation not supported” error.
Someone on this thread had a problem like this involving VMware too?
Can I PM you with access to my Xen?