Hello alturismo,
I had the same Problems like you, i can not start Parsec or Sunshine because the IGPU was not able to output to an Display. I Try it with an HDMI Display connected, but it was not recognized inside the VM so the GPU can not set as output device. The IGPU has no fault, no error 43 or something, it works and was shown in the Device Manager and as a working GPU in the Task Manager. When i start a Program, like Ungine Heaven, it shows a Load in the Task Manager and also in the GPU Statistics on Unraid so basicly the IGPU was working correctly. A Short test with a Docker Container ( Steam Headless ) was working, it shows the connected Display and works nice. I think the Problem has something to do with the Parstrough to the VM, maybe something is missing so that the Display information was not passing to the VM / Intel IGPU Driver. I have some more Servers with Nvidia GPU´s (Grid K2, Tesla M10, Tesla P4) but i never seen such Problems with the GPU Pastrough to a VM.
My CPU is a I3-N305 and the System is a Beelink EQ12 Pro