VPNs can definitely affect it, because data needs to be routed over your local network for it to work and for the devices to find each other in the first place. Some VPNs will allow “pre-existing” routes to persist when they take effect, meaning if you connect to Immersed first, then activate the VPN, it might continue to work thereafter. Or VPNs which allow “split tunneling”, which is an option which would have to be enabled by the VPNs administrators. You also might be able to request an exception for the required ports, though I don’t recall what they are offhand.

It’s worth stopping by the Immersed community Discord and discussing the issue there as well.

Good luck!