BTW - same subnet, no firewall in between, so nothing blocking as we don't have even the built in Win2008 security setup.
Re-run the full configuration to no avail
Ok so working with the team it's an undocumented feature.
Select validate regardless a couple of times after confirming you can see those established https connections and it will then ask you to confirm the Orion Server - in my case it was SRM. (you may need to provide the IP instead)
Push through and you'll eventually be greeted with the screen to pull in the VMan devices.
Standby for a fix in the future
Thanks ceige and Chris for your time getting it happening so the App Stack now works..
Now for my internal demo - I've got my CANDY!!
Integration VMan with Orion is possible only in case VIM module is installed into the Orion as well. Installation of SRM only is not enough so maybe that is why the integration failed even if the connection to Orion was successful. If I misunderstood this, please update this thread with more specific environment installations and steps you've done.