I am in the same situation as you are with my customers.
It was a web polls some time ago about it and so many votes are sent to McAfee about supporting HyperV.
You can not Install Web Gateway on Hyper V and it is not supported and actually by installation on Hyper V you will get so many Miss Behaves.
We're working Hyper-V support into our roadmap currently. However, we will not communicate dates or timelines in this forum.
this information absolutely sufficient! :-)
We will wait for the announcement.