I had another look at this and I have a DHCP server on the network that I’m attaching to. However, the virtual network defined in OpenNebula also had a range defined and was applying that IP when starting up the VM. Naturally, as pointed out, this fails because of lack of contextualisation. The mix of the two ends up meaning that the VM fails to get network connectivity.
I fixed it by creating a dedicated startup network with a fixed mac address and a lease of a single fixed IP. On the DHCP server, I mapped that same mac address to the same IP as defined in the startup network in OpenNebula. Once both the DHCP server and OpenNebula were in agreement about the address, I got external network connectivity.
Now I can download the Ubuntu contextualisation package, install it and then turn the thing in to an image.
I’m sure there are better ways of doing this but still, at least it’s working.