Does Local Discovery works for you Syncthing users who also use a VPN with the always-on feature enabled? I vaguely remember that it used to work for me a few years ago, but recently I wasn't being able to get it to work. The only way I can use Syncthing is by manually configuring the peer devices IP address on either end.
It looks like the multicast packages are not getting through (either way), at least I cannot see them in Wireshark on the computer side. There was plenty of discussion going on recently about VPNs and multicast leaks so I thought I will ask first if it works for anyone at all before I start investingating too deeply.