Thanks for playing the game!
The game should connect normally when using a VPN, the only thing is that you need to ignore the IPs shown in-game, and use the IP shown in your VPN settings/admin. Being your virtual local IP, if playing locally (everyone needs to be under the same VPN), or virtual public IP (never tested this way yet though).
If you have any more questions, I'd gladly help you and your friends, just send an email to busy.weasel.games@gmail.com
Cheers!