What version are you using on VM? And whatever error you get while you are passing through?
do you mean the version on VMware or hyper-v ? & it just shows the exclamation mark saying no internet on the hyper-v vm.
You'll probably need to enable promiscuous mode, forged transmits, and MAC address changes on the port group to where the Server 2016 VM is joined. This practice is the same regardless of what type of hypervisor nesting you choose to do.