No passthrough.
In general, the configuration looks like this:
HP DL 360G10 Servers
Windows Server 2019 with Hyper-V role
Vyos VMs Generation 2.
NIC ports are grouped at the OS level to Team (like bond in Linux).
After installing a new NIC (HPE P26253-B21, Broadcom BCM57416), we simply changed the members of this Network Team, nothing more.
Up to this point, everything had been working properly for several years.

@lbv2rus Do you passthrough NICs to the VM?

I believe I resolved his issue, but I'm no longer at that location and don't have the same set up, but I do recall being able to access the cable modem.