I recently had to get Kali up and running on Hyper V. Here are some tips and tricks:

After installation, use these sources (they might change after some time so always check the Kali website for the latest):

nano /etc/apt/sources.list (and add the below)

deb http://http.kali.org/kali kali-rolling main non-free contrib

deb-src http://http.kali.org/kali kali-rolling main non-free contrib

Install XRDP if you want a proper shared clipboard, fullscreen, etc the easy way

Apt-get install xrdp

update-rc.d xrdp enable

service xrdp start

Add sudo users if you want 

sudo useradd -m XXX

sudo passwd XXX

sudo usermod -a -G sudo XXX

chsh -s /bin/bash XXX

In Hyper V, create a new External switch. This might mess up your host’s network speed. Run the below command in an elevated powershell prompt:

Set-VMNetworkAdapter –ManagementOS -Name <VirtualNetworkAdapterName> -VmqWeight 0

Read more here about VMQ: https://www.dell.com/support/article/za/en/zadhs1/sln132131/windows-server-slow-network-performance-on-hyper-v-virtual-machines-with-virtual-machine-queue-vmq-enabled?lang=en

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