Can't connect among instances in different hosts

You need to be running an ubuntu kernel as @stgraber mentioned.

I don’t have a DHCP on my network, that’s why I asked. But what exactly is needed in the Kernel to have it work? I’ve installed the ubuntu-fan package (with no effect), but I am not sure this is what is needed. I also have VXLAN kernel CONFIG set to “y”.

Its a kernel patch rather than a module, I believe there are also patches to some userland tools as well.