A bit confused then? Doesn't the below text from the Help Guide state it is supported as we are trying to achieve a hot backup? I'm happy to amend the backup plan to install the agent on each virtual box but I thought the way VSS copied the machines that live backups would work. Either way it's not a problem just a frustration.
About backing up and restoring Microsoft Hyper-V virtual machines
To create a backup of a Microsoft Hyper-V virtual machine, you must back up the volumes of the computer where the virtual machine is hosted. To do this, create either a live backup or a system state backup of the host machine.You cannot back up or restore a specific virtual machine. A live backup is created while the virtual machine is running (hot backup). A system state backup is created when the guest operating system on the virtual machine is not running (cold backup) or the Hyper-V VSS integration component is not installed in the virtual machine.
Note:
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Backup Exec System Recovery is unable to back up clustered shared volumes. Because volumes in such a configuration are accessible to each of the clustered Hyper-V host computers, a given volume cannot be locked for backup . However, clustered disks can be backed up by Backup Exec System Recovery because one host has exclusive access to the disk.
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To create a backup of a running virtual machine, the following conditions must be met:
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The guest operating system must be running.
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The guest machine must be running Windows Server 2003 or later.
If the guest machine is running Win 2000, Win XP 32- or 64-bit, you can only create a system state backup (cold backup).
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The Hyper-V VSS integration component must be installed on each virtual machine to be backed up.
If you move a virtual machine from Virtual Server 2005 to Hyper-V, you must first uninstall the Virtual Server 2005 integration component from the virtual machine before installing the Hyper-V VSS integration component.
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The guest virtual machine should be configured to only use basic disks, not dynamic disks.
This is the default for installing a Windows virtual machine.
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All the volumes on the fixed disks must support the creation of snapshots.
If you attempt to perform a backup when the conditions above are not met, Backup Exec System Recovery creates a system state recovery point that is crash-consistent. A crash-consistent recovery point captures the virtual machine as if it had experienced a system failure or power outage.
To restore a virtual machine, you must restore the recovery point of the host computer. The host computer recovery point must include the volume that holds the virtual machine you want to restore. You cannot restore a specific virtual machine."