You might need to edit some GPO on the Local PC and Virtual Machine to access the camera. This page walks you through editing the GPO and settings to redirect the camera. Please check and see if it resolves your issues.
Hope this helps! If you are still having issues please let me know and we can work with you to further troubleshoot.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.