Ok great!
That is an ESXi quirk that happens when there are bridge/promiscuous portsgroups connected on the same vSwitch with multiple physical NICs. If the vSwitch only has one physical interface this does not happen. While virtual networking is useful, we recommend using dedicated physical interfaces for the Wanos VM where possible. If not, possibly look at creating a separate vSwitch for the ASA and Wanos wan0
To use Win Disk Imager to write to a SATA drive, an external HDD bay can be used.