The files for both Linux and Win64 are in .\$(Platform)\$(Config) relative to each project, and all of the XML files generated are identical save for the platform details. Do those XML files need to be hosted on the Linux VM rather than in the paths on the Delphi VM?
Unfortunately, the XDataSwagger demo is VCL only, so I can't test it with Linux.
I've attached a reduced project to my other question, which can be used to test this.