@it-admin 4 years later, I encountered the same issue that you did.

The solution for me was do do a PCI passthrough of the physical NIC directly to the VM. This bypasses all virtual switching inside Citrix Hypervisor. I posted the exact steps to implement PCI passthrough on Citrix Hypervisor 8.2 here:

https://discussions.citrix.com/topic/414458-open-vswitch-not-passing-all-traffic-from-pif-to-vif/