Roku client cannot find Jellyfin server

[TheDreadPirate]

If all traffic from all clients and the server go through the VPN, how would they talk with each other?

I'm having trouble building a picture of your network/VPN setup in my head. But typically if you are using a VPN you would split it so that local traffic does NOT go through the VPN, but all other non-local traffic would go through the VPN. Otherwise, how would they talk to each other.

Can you list out what clients you have and which are running surfshark? Including the server.