I'm pretty new to KVM and have a KVM CentOS 7.1 hypervisor running a few VMs. I'm moving all my VMs from an ESXi host as I want to use KVM in future. Most of my VMs are working except for one which is running a Sophos UTM router (Sophos UTM is similar to products like pfSense, Smoothwall etc).

The host has 3 physical NICs which are configured on the Sophos VM as:
1) LAN (fixed IP)
2) DMZ (fixed IP)
3) WAN (which is directly plugged into a cable modem for the internet connection and is configured DHCP). 

I have imported the settings from the "old" Sophos machine so I know the configuration of the new one is identical to the old one. I have even tried configuring the NICs to have the same MAC addresses as the old one.

The problem is that no matter what I try I cannot get the WAN NIC to get an internet link up and running with my cable modem. I have re-installed the VM countless times, turned off the modem and VM, done a factory reset of the modem, and, as I mentioned, ensured the MAC addresses are the same. Nothing I try has been successful.

The network interfaces on the new Sophos VM look like this:
2: eth0: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1500 qdisc pfifo_fast state UP group default qlen 1000
link/ether 00:0c:29:79:d4:de brd ff:ff:ff:ff:ff:ff
inet 192.168.0.254/24 brd 192.168.0.255 scope global eth0
valid_lft forever preferred_lft forever
3: eth1: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1472 qdisc pfifo_fast state UP group default qlen 1000
link/ether 00:0c:29:79:d4:e8 brd ff:ff:ff:ff:ff:ff
4: eth2: <BROADCAST,MULTICAST,UP,LOWER_UP> mtu 1500 qdisc pfifo_fast state UP group default qlen 1000
link/ether 00:0c:29:79:d4:f2 brd ff:ff:ff:ff:ff:ff
inet 192.168.1.254/24 brd 192.168.1.255 scope global eth2
valid_lft forever preferred_lft forever

I also found this in the /var/log/system.log of the Sophos VM:
2015:08:29-12:04:05 sop dhclient: DHCPDISCOVER on eth1 to 255.255.255.255 port 67 interval 6
2015:08:29-12:04:11 sop dhclient: DHCPDISCOVER on eth1 to 255.255.255.255 port 67 interval 13
2015:08:29-12:04:24 sop dhclient: DHCPDISCOVER on eth1 to 255.255.255.255 port 67 interval 2
2015:08:29-12:04:26 sop dhclient: No DHCPOFFERS received.

I have shut down firewalld on the KVM host so I don't think there are any firewall rules blocking this. 

As soon as I fire up the original Sophos VM on ESXi the internet connection works perfectly again.

If I can't get this VM running on KVM it's a show-stopper. Can anyone suggest what might be going on that is preventing the WAN link from connecting? Or suggest a way of troubleshooting this?

Thanks in advance.