After 2 days of struggling and latest posting to ROG I tried to do everything in the opposite way and assume that there is no problem with virtualization but an issue with Hyper-V itself and I have finally found a solution.
1.
Enable in BIOS:
Intel Virtualization Technology Intel AES-NI2. Install all
Hyper-V components from
Windows Features window (the first step fixes the greyed out
Hyper-V Platform problem).
3. Restart.
By the way it is ok that
System Information (msinfo32.exe) now shows
A hypervisor has been detected. Features required for Hyper-V will not be displayed.
4. If you try to run the virtual machine, it will display the message containing
The Virtual Machine Management Service Failed to start the virtual machine "Name" because one of the Hyper-V components is not running.
The problem here appeared to be [hard to find] not the virtualization but I/O driver verification option:
http://support.microsoft.com/kb/27610045. So, lets remove the driver verifier. Here is how to do it:
http://windows7themes.net/verifying-drivers-enable-or-disable-the-driver-verifier-in-windows-8.htmlin the step 6 of the manual from the link above, you need to click
Deselect all and NOT
Select all, since we are selecting the drivers that need to be verified, and we need none.
Restart. Done.
After these steps, I was able to start both
WP8 Emulator from VS2012 and
Windows Server 2012 VHD.
P.S. I must say that Hyper-V errors messages even though are long but provide almost no help in this case. I hope no one else had the same problem.