Hi Eddie,
Thanks for the response, I figured is was something with either the kernel or iproute and I guess either the kernel does not support it or the iproute2 version does not "completely support it" or has a bug.
On your note about updating the kernel, the funny thing is initially I tried this on Oracle Linux (that comes with 4.14.35-1902.3.1.el7uek.x86_64) by default and when I was ending up in kernel panics, so I though it might be because the kernel is too new or something.
For the moment I resolved my problem installing a Ubuntu that works without any issue.
I still have the Oracle Linux machine (4.14.35-1902.3.1.el7uek.x86_64) so if anyone want to me to do any debug and provide the response, I am happy to do it.
Although it might or not be relevant all are Virtual Machine in Hyper-v, both the ubuntu one(working) and the Centos(failing one) and the Oracle Linux(kernel panics one)
Thanks
George