VMware vSphere: Pass-through WiFi and "This device cannot start" error (Code 10)

To conduct new research, I needed a WiFi card in a virtual machine. I have the WiFi adapter (Intel Dual Band Wireless-AC 8265) in my Intel NUC5i5MYHE, VMware has VMDirectPath I/O pass-through feature, sounds easy. But it was not easy.

After simple configuration of pass-through the WiFi adapter (including embedded Bluetooth device) appeared in Windows but didn't work. Device status was like this:

This device cannot start. (Code 10)

{Operation Failed}

The requested operation was unsuccessful.

At the same time embedded Bluetooth adapter works properly.

My low-cost home IT lab

My lab is small and cheap, but it's enough for testing a few technologies.
As a hypervisor I decided to use Intel NUC 5th generation with Intel Core i5-5300U, 8 Gb RAM and SSD. The NUC5i5MYHE is a corporate model without WiFi, Bluetooth and IR, but with vPro (remote control like HP iLO) and good frequency.
As a storage I use NAS D-Link DNS-325 with two 2 Tb SATA disks. On NFS share I place VMs without high IO requirements (like AD).
Total cost is about 650$.

Scheme