Behind vpn and dns. No connection

[ThomasPGH]

When a device is connected to your private VPN (the OpenVPN client has a nice switch that turns from orange to green when this is the case), this device is then part of your private network. In order to access Jellyfin (or any other services inside your private network) you need to connect to its private IP address, which is the address it has inside your network, for example something like 192.168.0.55:8096 or similar (check https://en.wikipedia.org/wiki/Reserved_IP_addresses).

In your case Jellyfin's IP:port pair is 192.168.218:8096.

Are you using OpenVPN or is it one of the other options available?
There's a nice introduction to OpenVPN: https://openvpn.net/community-resources/how-to/
Don't forget that your VPN server seems to be built in the router. Also, the certificate mentioned on that page is the VPN's certificate and should not be confused with a certificate required for https://... websites, although it's the same principle. An https://... certificate for a website is something entirely different.