SOLVED: Jellyfin Android app connection issue

[Darn6466]

Is there any way to get a detailed logging from the Jellyfin Android app?

Server 10.8.10 (on Windows 11)
App 2.6
Android 14 (Pixel 8pro)

I can't do a fresh connect to my server when I'm not in my network.
This is explicitly only the case, when I want to connect an new device or try to relogin (change server).
I can use the app without issues from everywhere when I'm once connected.
At the same time, via any browser (on the same device) I can use Jellyfin  everywhere  too.

I've tested multiple devices/apps/networks.

Android adb logcat just says:
ConnectionHelper: No valid servers found, invalid candidates were: https://DOMAIN:PORT/Failure(org.jellyfin.sdk.api.client.exception.TimeoutException: HTTP request timed out)

While I was testing it futher and futher, I tryed to capture the raw traffic (on my Phone) to compare it working/broken.
I found "PCAPdroid" and "Draeneg". These apps are using a local VPN to capture the traffic.
The wild part, when this simulated VPN is on, I CAN do a fresh connect with the App.
The "VPN" is only for the capture and doesn't connect to my LAN at all.
So the Jellyfin app is then forced to behave different with the VPN??

Any ideas?
I've tested a lot, https/http/IP/proxy/noproxy/...

Thanks!