I know this is an old question and maybe it was answered somewhere else here in the forum… nevertheless:
I have some Hyper-v both 2012 (R2) and 2016 (including nano) working fine with Ethernet VIF (VLAN tagging).
You have to enable trunking mode on the virtual adapter attached to the vyos machine on which you want to create one or more VIF.
In the where clause “LAN” is the name of the virtual switch where the interface I want to modify is attached
You have to issue this command on the hyperv server or inside a remote session connected to it.
Also, this config is per-machine so it won’t affect your host configuration