Hallo,
so we found the Problem.
The reason why in the virtual machine there is no SN of the stick we could not solve but for this we are in contact with zeroclient vendor teradici.
The reason why the instance id of the stick and the PID or VID where not working was a problem in the permission set for the users who applied the policy to EPO.
The DLP Policy showed that it applyed the rules and also show it later when you loggon but it was just on the configuration screen that this rules are configuried when you use in DLP POLICY the Import configuration from EPO server than it loads the config which is realy in use and so we saw that when we configured the USB Stick via VID PID or device instance it was never written to the EPO Server and never applied to the virtual machine :-)
best regards maybe this is helpful for somebody