If you have problems with the sudo command, you can set up an exception in sudoers - just for this instance.
I know, VMs and support are annoying.
Finding something to suit your needs in the free-software world will depend on more detailed knowledge of what you do. In a production setup you usually don't want to mess about much I know. Your best practice is too keep an eye out for gnu/linux support companies with a non-proprietary policy and consult with one.
There are a number foss VM setups available for the googling of course.
I think you can get xorg to just export the desktop to another machine...
I wouldn't normally use a remote desktop for remote management of servers - I'd use ssh... but then I'm from a generation that configures all dedicated servers headless