Without knowing what you are doing, nothing much can be said here.
A VPN is just a network connection; ConfigMgr doesn't know about or car about the network connection. It sends packets and it's up to the network to deliver them. Why your network can't deliver them is specific to your network. With VPNs, DNS and packet filtering rules are common culprits.
Assuming you are using client push, checking ccm.log on the site server will give some additional detail, but it can't provide any deep insight into way your network can't deliver the traffic. That's something you'll have to troubleshoot at a network level.