If I activate VPN, then Sonarr (in Docker) doesn't work

**Sonarr version
**Mono version
OS: DSM 6.2.3-25426 Update 2

I use Sonarr from a Docker container and download using NZBGet also in Docker. It works fine until I activate VPN. Then I get no results for episode searches. If I search and then activate VPN while already downloading in NZBGet, then the downloading stops.
If I manually set up a download in Download Station and activate VPN, this works fine. It seems my Sonarr set up in Docker doesn’t work with VPN.
Do I need to open something or adjust some setting to run though VPN?

(My VPN is NordVPN using OpenVPN, set up in standard control panel - Network Interface on the Synology NAS.

Thanks for any help or pointers as I’ve been googling on and off for a week.

(My IT level is follow instructions and configuration, no coding etc. Log files don’t show errors, just give no results to the search)