After further investigation, the cause of my problems seems to be a driver/chipset issue.
Both the USB adapters I tested initially actually used the same chipset. The Atheros AR9271.
I was not able to make any of these adapters work, neither with the device manufacturer driver nor with the generic one.
But then I heard a rumor, that a simmilar setup had been made successfully with a Hawking HAWNU1 Adapter.
I was not able to order this here in Norway, but I found another adapter that uses the same chipset.
D-link DWA-140 Rev B3.
These devices both use an Ralink RT Chipset. They both use the same generic driver.
With the D-link, I was able to pass the USB device through to the virtual machine as required.
Then I knew that it was just a driver issue, and I just had to find an adapter with a Ralink chipset that also matches my other requirement of having an external antenna connector...
After some searching, I found the Alfa AWUS036NEH.
This device use the Ralink RT3070, identical to the Hawking.
I have received 10 of these USB devices now, and all of them are connected and assigned with USB passthrough.
Regards,
Ivar