Yes, it's definitely a challenge to get it working with Odyssey at the moment. To be fair, they did announce that it wouldn't be supported yet, so no idea why it is working at all... It doesn't fill me with confidence.
That said, using a Reverb G2 which requires SteamVR to run (current) ED, here's where I've got to - and if anyone can help out getting to next step I'm listening.
So, first time I tried to get into the alpha, the game crashed as soon as the client window opened up. Only way I could get it to work was by unplugging my HMD. I assumed it was something with SteamVR being the issue, as I had deleted my existing graphics settings, in fact went so far as to remove the whole Options folder (after backing it up, naturally).
Today, I decided to try again using the method mentioned above. I launched Horizons, went to Graphics and simply selected Off / None (whatever it is) in the 3D dropdown, exited then selected Odyssey and lo and behold the alpha fires up just fine in 2D.
Unfortunately that's as far as I could get in terms of VR as any time I tried to change the 3D graphics setting back to a VR mode the game ctd'd.
So if anyone has got further using a Reverb (or I presume other WMD device) I'd be interested in knowing what you did. Happy to hear from any Oculus users also, but I still suspect it's something to do with SteamVR and ED not playing nicely in Odyssey.