In Hyper-V the virtual machine should have the NIC set as first boot device for PXE booting. On the first reboot after image is laid down the reboot should allow it to reboot to the Local HDD. In some cases the VM will fail to boot to HDD after redirecting boot via the PXE Menu.
To resolve this go to Settings > Control Panel > General Settings
Click on Local Hard Disk Boot Method BIOS or UEFI
Change from Chain boot to Local Boot, Hit Save.
Attempt the boot again.