@McHenry This should not happen. If thr VM runs on the slave and the master is rebooted or shut down it still should continue to run. Done this many times. The only thing happening is that XO can't access the VM's any longer as it needs the master.
That being said: running the firewall/router on a VM opens you to a lot of future pain (as you just have experienced). Don't do that unless you absolutely must and can work around down-times caused by VM/host issues.
Install it on a dedicated machine!

