Hi Georgi, welcome in the forum, the fusion hub VM can install in different hypervisor , see the following link : Virtual Appliance for Large Enterprises FusionHub- Peplink
Yes you can setup a Pepvpn between HD4 and FH, the important thing is that the wan of the fusion hub has a static public ip or ddns .
to configure a Pepvpn you can read this article : The Quick Guide to Building a SpeedFusion Connection
regards
Antonio