We created the VFs in a ConnectX-3.
The physical interface communicates, but not virtual interfaces, with or without VLANs.
Do you have any additional configuration to use VFs?
Many thanks for posting your question on the Mellanox Community.
Can you please check the following link on how-to set VF's Network attributes -> HowTo Set Virtual Network Attributes on a Virtual Function (SR-IOV)
If this does not resolve the issue, please post your SR-IOV config and network configurations.
~Mellanox Technical Support