19.07.7 problem with slow SQL Server Management Studio

I am using a Zyxel P-2812HNU-F1 with OpenWRT 19.07.7. I am using USB-tethering with a LTE smartphone to supply my local network with internet access. This generally works very well, except for one strange problem. When using SQL Server Management Studio on a company laptop (connected to the Zyxel using using an ethernet cable and connected to the company network using Rasman VPN), some actions in SQL Server Management Studio are extremely slow, leading to 'application not responding' errors. Most of the time, the action still succeeds after 30 seconds or so, they are just very slow. The same actions on the same laptop at the office (using the local ethernet) work fine. Using USB tethering directly on the laptop also solves my problem. The Zyxel router seems to cause the problem.
E.g. selection a database in the database dropdown list is very slow. But executing a query in the SQL editor is acting normally, even when 1000's of rows are returned.
Anyone here with an idea what could cause this strange behaviour?