I'm having a similar problem (vdp-configure is looping through initial config every time), except in my case this is my 2nd VDP appliance, and the 1st one (upgraded from 5.0 to 5.1) isn't having this problem. The 2nd one actually DOES show up in the 'VDP Appliance' dropdown in the web client, but says is inaccessible. It's saving the config info, but whatever switch flips the vdp-configure interface from 'initial' to 'operational' isn't getting flipped.
[Followup] After a couple more passes through the initial config UI and associated reboots, nothing more, it appeared to take.