Hello,
in openvz usuall all ebtables and iptables modules are supported in the 0 instance. modules that can be used inside of virtuall instances have to be prepared for this. but this shouldn't be a problem for your setup, so i guess the problem may be somewhere else.
As fare as I remember there have been some promlems with the development versions of openVZ. With the stable version for kernel 2.6.18 everything worked fine. Except, the ebtables module oopsed when applying more than 25 rules !! Because I wanted to configure virtual networks with up to 100 nodes this was a problem. The mentioned patch solved this problem.
ciao /axel