PuTTY on VPN error

Hi,
I have a very strange issue with my network.

My host is a Linux, my VM is W10, both have VPN.

And here comes the issue if I connect to VPN to reach my company network VPN connects I can reach Exchange or any other internal site but PuTTY gives me Network Error: permission denied and Dropbear on Linux just doesn't connect with SSH.
I am pretty sure it is something with OpenWRT settings as if I share mobile data from my phone I do not have this error everything works fine.

What should I do to resolve this error?

Thanks and regards,
R Jr.

This is usually some firewall reject.
But from your post I am not able to understand how the OpenWrt is related to the host, the VM, and the VPN.

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Just extra info, so I experience the issue on both system.

what should I change under firewall?

Hard to say, I still cannot understand how the OpenWrt is related to the host, the VM, and the VPN.
A diagram would help.

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