vboxheadless in virtualbox is really good, but it does not report error messages very well. If you see it running but does not listen on the VRDE port, there is a chance that you have the following issue:
This supposes that your host is Linux.
Your host may have loaded the linux KVM modules, which conflicts the VirtualBox. Do a "lsmod" to see whether you have the following modules installed:
If you do, "rmmod" them. To make it permanent, put them in /etc/modprobe.d/blacklist.conf