Well it looks like the server is receiving and processing the request but it is not being sent to the vpn host. And its very strange that the VPN works while connected to the LAN, but not while accessing it from outside.

To confirm, both Grafana server and VPN server are running on the same host?
If NOT, do you have an SNAT rule in your VPN firewall, or an entry in the routing table of your grafana server, to route back to the VPN subnet?

Are you able to connect to any other devices through the VPN? Try testing the address with ping.

Do you have any other rules in your firewall? What is the output of:
iptables -L
iptables -t nat -L

It definitely seems more like a networking issue than a grafana issue.