WHAT I ACTUALLY DID:
I wanted to ping and SSH from PowerShell on Windows to VyOS running in Oracle VM.
The solution was: use an ethernet adapter that Windows Firewall will accept, and turn off the DHCP server in Oracle VM so it stops interfering.
I created an ethernet adapter in Windows. That adapter is the virtual cable between Windows and the VMs in Oracle VM. Select it as Host-only adapter on the VMs in Oracle VM.
Oracle VM DHCP was interfering. It was handing out wrong IPs and causing 169.254.x.x APIPA addresses (Windows auto-assigns 169.254 when DHCP fails or offers wrong subnet). So I went to VirtualBox > File > Host Network Manager > DHCP Server and disabled it.
Then I set static IPs so the adapter would work:
Windows Host-Only: 192.168.56.1 / 255.255.255.0
VyOS eth0: 192.168.56.10/24 + ssh service on port 22
After that, ping and ssh from PowerShell worked with no firewall blocking. Windows Firewall accepts this Host-Only adapter as a Private network.
Wireshark capture with ethernet3 adapter connected
No Time Source Destination Protocol Info
6 788.884 0a:00:27:00:00:13 Broadcast ARP Who has 192.168.56.10? Tell 192.168.56.1
7 788.886 08:00:27:bf:9a:64 0a:00:27:00:00:13 ARP 192.168.56.10 is at 08:00:27:bf:9a:64
8 788.886 192.168.56.1 192.168.56.10 ICMP Echo (ping) request id=0x0001, seq=36
9 788.887 192.168.56.10 192.168.56.1 ICMP Echo (ping) reply id=0x0001, seq=36
10 789.889 192.168.56.1 192.168.56.10 ICMP Echo (ping) request id=0x0001, seq=37
11 789.892 192.168.56.10 192.168.56.1 ICMP Echo (ping) reply id=0x0001, seq=37
Proof: ARP resolved VyOS MAC, then ICMP ping works on Host-Only network.
192.168.56.1 = Windows host, 192.168.56.10 = VyOS router
Adapter: VirtualBox Host-Only Ethernet Adapter #3, no filter
Wireshark capture with ethernet3 adapter disconnected
No Time Source Destination Protocol Info
1 0.000 192.168.56.1 192.168.56.10 ICMP Echo (ping) request id=0x0001, seq=40 (no response found!)
2 4.700 0a:00:27:00:00:13 08:00:27:bf:9a:64 ARP Who has 192.168.56.10? Tell 192.168.56.1
3 4.705 192.168.56.1 192.168.56.10 ICMP Echo (ping) request id=0x0001, seq=41 (no response found!)
4 5.699 0a:00:27:00:00:13 08:00:27:bf:9a:64 ARP Who has 192.168.56.10? Tell 192.168.56.1
5 6.700 0a:00:27:00:00:13 08:00:27:bf:9a:64 ARP Who has 192.168.56.10? Tell 192.168.56.1
6 9.703 0a:00:27:00:00:13 Broadcast ARP Who has 192.168.56.10? Tell 192.168.56.1
7 10.700 0a:00:27:00:00:13 Broadcast ARP Who has 192.168.56.10? Tell 192.168.56.1
8 11.700 0a:00:27:00:00:13 Broadcast ARP Who has 192.168.56.10? Tell 192.168.56.1
9 72.700 0a:00:27:00:00:13 Broadcast ARP Who has 192.168.56.10? Tell 192.168.56.1
Result: Ping failed - repeated ARP with no reply = no MAC learned.
0a:00:27:00:00:13 = Windows host MAC for ethernet3
08:00:27:bf:9a:64 = VyOS MAC that is now unreachable
CONCLUSION:
Create ethernet adapter in windows, Select Host-Only adapter on VMs in Oracle VM + DHCP off + static IPs = working ping and SSH.
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