1. Make sure you create a VM with Security Type = Standard
2. Confirm the VM size supports nested virtualization. Supported sizes include:
3. Dv3 and Dsv3 series
4. Dv4 and Dsv4 series
5. Ev3 and Esv3 series

Then run this

bcdedit /set hypervisorlaunchtype Auto

Restart

Install-WindowsFeature -Name Hyper-V -IncludeManagementTools -Restart