hi, i have not used radmin VPN before but from my own testing via LAN this seems to be firewall issues.
if you hosted a game for the first time through windows then you might've gotten a popup asking you about allowing S&P through the firewall
if you accepted that then try hosting again as even after confirming you'll still need to restart the server. hope that helps some!
PS. if you *didn't* allow S&P, you can edit that through the firewall & network protection settings. you'll have to allow "starships & penguins v0.07-win.exe"