Ok, now we have a clear picture of what you try to achieve.
Let's see how we can get those points working. And since you say that you are not a new user to both systems MS and *NIX i think you can span your ideas from here.
I was suggesting you to use NX so you can connect to the Zentyal server desktop and not to WebAdministration. With this in mind i think that managing VM's will be easier for you but this is for you to decide.
Not getting a keyboard lock in VM is a issue it seems. Try the above point and see if you can make use of the keyboard.
joining the machines to the domain had little to do with Zentyal, and most to do with SAMBA. if you agree. Since you have experience with UNIX, a search on the samba list should have solved the issue.
I do not know why the VM is set to be default to SCSI but this is no issue unless you absolutely want to use SCSI.
To summarize:
Install Nomachine server on the Zentyal machine and try to connect to it.
See if you can manage the VM's remote
And if you look at the issues that you have mentioned, except the VM i think that all are covered here on the forum
Come back with feedback and we will work in that
Best regards
Bogdan