It looks like you will need another port redirection for your Nagios/NRPE to talk through. NRPE uses 5666 by default.
Using your example from your post, a port redirection for NRPE should look something like this. Note, I corrected a typo:
netsh interface portproxy add v4tov4 listenport=5666 listenaddress=window_2008_IP connectport=5666 connectaddress=REDHAT_VIRTUAL_MACHINE_IP`
I hope that helps!