You can enable VHDX by using makecab. Also, it is guest OS responsibility to support parallel writes.
Enable VHDX using FailoverCluster
The driver is part of FailoverCluster-FullServer package, which can be installed on client os, but ProductPolicy might prevent it from working
Solution
So you need to change this
Microsoft Windows [Version 10.0.14393]
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C:\Users\efa11>makecab
Cabinet Maker - Lossless Data Compression Tool
MAKECAB [/V[n]] [/D var=value ...] [/L dir] source [destination]
MAKECAB [/V[n]] [/D var=value ...] /F directive_file [...]
source File to compress.
destination File name to give compressed file. If omitted, the
last character of the source file name is replaced
with an underscore (_) and used as the destination.
/F directives A file with MakeCAB directives (may be repeated). Refer to
Microsoft Cabinet SDK for information on directive_file.
/D var=value Defines variable with specified value.
/L dir Location to place destination (default is current directory).
/V[n] Verbosity level (1..3).
C:\Users\efa11>
Shared VHD
Setting allows Shared VHD support (few VMs work with one VHD as shared, to emulate clustered test environment) – works till system reboot, you must run same string elevated to enable support. Add it to startup if you want a permanent setting.
What is inside your VM doesn’t matter, no drivers are required, but it is a guest OS responsibility to support parallel writes. In Windows Server, failover clustering role supports that since NT Server 3.51. Client guests OSes are usually unaware of shared drives, and might need 3d-party software to work properly.