Jellyfin and VPN

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Yes. But it's only worth pursuing if you host your services in Docker. You can ignore this advice and read further, but you will not like what you read.

It's likely not worth going down the rabbit hole -- as English isn't your first language, I will rephrase my euphemism. The solution is a LOT of work, requires a LOT of configuration, you will break a LOT of things, and you MIGHT be able to fix them and get it working. The option you're looking for is called split tunneling (you split your VPN tunnel into n+1 lanes of traffic). Essentially wherever you have your VPN configured, you have to figure out how to set it up so that you can split off all the traffic from your Jellyfin server and tunnel it outside of the VPN.

Most routers don't support this by default. You would likely need to flash your router with custom firmware and even the standard custom firmware may not support it. Some router models may not even support the packages necessary to enable split tunneling. From there, you have to figure out how to design your tunneling mechanics.

Are you hosting everything on one machine? Do you more than just Jellyfin traffic coming from that machine? If so, you have to look at how to identify which traffic belongs to Jellyfin and which belongs to other sources. There's a way to tag your traffic from different sources so that you can use these "tags" as a way to identify what traffic goes into which tunnel (this is where my brain started leaking out of my ears).

Okay, if you're still reading, you want to know how easy it is if you use Docker? You create a VPN container and you tell every other container to use that container as their network except Jellyfin. I'm leaving out the whole "learning Docker" part, but I guess that felt easier than "learning split tunneling". Seriously, it's a nightmare.