Could be a few things. Here are the first few steps I would try.
1 - by default PING is blocked for edge devices. Enable the firewall and add a rule (protocol=ANY; SOURCE=ANY; DEST=ANY) this way you can know it is not a traffic rule stopping you.
2 - move all the VMs to the same host, the VSE device vm and the guest vm's - if things start to work then this tells you it is something in the upstream network (or connection to the upstream network)