SecurityHive devices use VLAN tagging to access VLAN's. This means the virtual machine only uses a single network adapter. To access multiple VLAN's, you have to allow VLAN tagging.
If the UI of Hyper-V doesn't allow to specify the VLAN's, you'll have to use PowerShell
Set-VMNetworkAdapterVlan –VMName [name_of_your_vm] –Trunk –AllowedVlanIdList [allowed_vlans] –NativeVlanId [native_vlan]
Replace the following values:
[name_of_your_vm] with the name of the virtual machine
[allowed_vlans] with the VLAN's you want to allow (example: 10-20 or 10,15,44)
[native_vlan] with the default VLAN id which will be used for untagged traffic