Can't ping the Gateway from the VM but I can from the Hyper-V

Question

Hello,

I have an issue that makes me crazy.
Here is the IP details

We have a DMZ : 129.50.1.0 / 255.255.0.0

VM Linux 1 IP : 129.50.1.100 - Set on the DMZ Vswitch - Linux Debian 8
VM Windows 2 IP : 129.50.1.227 - Set on the External VSwitch - Windows Server
Gateway DMZ IP : 129.50.1.229

And a LAN : 129.0.0.0 / 255.255.0.0
Hypervisor IP : 129.0.1.7

I have 3 Vswitch int on the Hyper-V : External Switch, Internal Switch and DMZ.
On the router, I have a DMZ interface (129.50.1.229) and I set the ALL/ALL rules between the LAN and the DMZ, for the testing.

I can ping the DMZ Gateway from the Hyper-V, but not from the VM1.
I can ping the DMZ Gateway from the VM2.
I can ping the VM2 from the VM1.
I can't ping the VM1 from the VM2 and I can't ping the Gateway from the VM1.

I tried to set the VM1 on the External Switch, it does not work.
I tried to remove and re-add the Network interface on the VM1, same result.
I have no active firewall on the VM1.

Does anyone have a clue about what is going on ?

Thanks in advance !