If the VHD is removed after a Windows 11 upgrade, you can get it back or stop it from happening using the suggestions in this ...

If you want to convert OVA/OVF Files to Hyper-V VM, extract the OVA file, convert the hard drive to VHD or VHDX format, and then create the machine.

Creating a VHD file using Disk2vhd As its name suggests, Disk2vhd is a free tool that lets you save the contents of your storage drives in the form of .vhd files.