You are correct - the best approach is to deploy a new appliance on VMware & then contact Solarwinds Support to assist with migration.
You can use these steps to export your database and configurations from your Hyper-V LEM:
You can then use these steps to import your config to the new VMware LEM (just think of the Hyper-V as a "hardware" device for the sake of the instructions):
Please note: the LEM versions HAVE TO MATCH or the restore will fail. The simplest thing would be to make sure that your Hyper-V LEM is on the latest version.
You will need Support to restore the log archives/database into the new LEM, but you can move the configuration yourself with these steps.
We did this, used Starwinds Free V2V converter. You shut it down and use Starwind to migrate. It takes quite a while.
We still had to call support but they got us running again fairly quickly.
Starting from scratch isn't a bad idea though.