Congrats. Please consider giving us details on how you did it.
Following your previous posts, I too tried to set up a vpn, using openvpn and instructions found on the debian wiki, but it didn't work on the client side (I'm using Windows Subsystem for Linux there so I suspect that made things less compatible).
I'm supposed to have a vpn server and client on my Internet Provider's router, but it's through a GUI and I don't see any part where I could set up private IPs, so it's kind of confusing.
There is also an integrated VPN client on Windows 10 and I somehow managed to connect to my IP's router server, but I have no idea if Mathematica would use it instead of the normal internet address.

Here are the machines I have access to :
- my ISP's router, which offers a VPN client and server, with admnistration through an obscure GUI, though.
- my PC running Mathematica 12.1.1, under Windows 10, with WSL running Debian.
- remote virtual machine from google compute, running Debian. I installed Mathemica's free engine for developers there and it works fine from the terminal.
I have set ssh to connect from 2 to 3 easily, with a ssl key that I duplicated in order to connect both from cmd.exe and from WSL. Works totally fine.
Any help appreciated.
I guess I should just educate myself on VPNs, though.