A few friends and myself have a very similar setup, hosting a dedicated server on both real hardware and a virtual machine, using the Windows Store version of the game, we then have a mix of players on Xboxes and PC's connecting.
All seems well, and the game runs fine, but it will randomly crash without an error message or anything left in the Windows Event Logs. When I've been running the virtual machine dedicated server, I can watch the game disappear as the host and my game client are on the same physical machine, but absolutely nothing is shown or left behind.
Did you get any further or not?
