Is all Internet traffic blocked, not just specific sites?

If you turn off Access Control for the profile, in theory the router should not interfere with the VPN on the device. Can you try switching the profile DNS to a non-filtering DNS such as Google or Cloudflare?

As a test, you may even enforce Access Control, but leave out block proxy, block VPN/TOR etc. You should have Internet access. If you don’t, you can check the Internet access logs to see what’s being blocked.