See if the option to bind the VM to the host adapter is available in settings.
I use tailscale peer to peer vpn software. It comes with the truenas server as an optional install and you can add it to your virtual machine as well. I run a lot of virtual machines and tail scale has always enabled me to get to the virtual machines using a private peer-to-peer IP address and you can do this free of charge.
Another option is the free version of nordvpn meshnet. I use that with virtual machines as well.
Thank you @LeoW . I just setup another VM and it worked with “trust Guest Filters” enabled, I then turned this on for the nic in my other VM and that works too!