I see that OnlyKey Duo is not supported by WMware fusion. It doesn’t appears on USB devices, so basically we cannot map OnlyKey to a Virtual Machine. It only works on the host (OSX).
Can you please confirm if this is a known limitation?
The instructions you found still work on the latest VMware Fusion. Did you make sure to complete this step:
Note: MacOS CATALINA (10.15+) requires additional security setting to access USB HID devices in VMware Fusion. Click on Apple logo on the top left of the Mac screen → System Preferences → Security and Privacy → Privacy → Input Monitoring. Select the + button and add VMware Fusion.