Just to clarify (unless I'm going mad) there has to be a DHCP server somewhere and the OMV software gets an IP from that?
Yes. So why not stopping your experiments with direct cable connections to another PC and simply attaching your device to any normal network where it gets an IP address from the DHCP server running on the Internet access router? These OMV images are meant to be set up in an easy way. You don't need to fiddle around with anything, simply connect it to any normal network and you're done.
It too in xp with the firewall disabled and DHCP enabled does not appear to get an IP address ("Limited or no connectivity").
You would need an DHCP server there and not a client. Windows can provide this (Internet Sharing) but it's decades ago that I used Windows in such a mode so am not of any help here.