coreboot

If you enable SGX, it will cause the Features (MSR 0x3A: IA32_FEATURE_CONTROL) to be locked before the FSP SiliconInit runs, and that will prevent the FSP from enabling the VMX features.
If we set register 'SgxEnable' to 1 and set the 'PrmrrSize' in the devicetree, we can see this in the cbmem :

   SGX activation was successful.
   Calling FspSiliconInit: 0x6faec1da

Which shows SGX activation happening before FspSiliconInit. The sgx_configure in soc/intel/common/block/sgx/sgc. will call lock_sgx() which actually locks the entire IA32_FEATURE_CONTROL.
Doing a 'rdmsr -x 0x3a' shows an MSR result of 0x4001 which has SGX enabled and VMX disabled. If we remove the lock_sgx() then the FSP will reset the feature control (even if EnableSgx is set in the FSP-M UPD) and we end up with an MSR of 0x4 (VMX enabled but SGX disabled).
I think the best solution here is to enable SGX after the FSP has run. Also, is it worth making the Feature lock a configuration option ?