If I understand you correctly you’re talking about a VPN connection between two different locations. What you’re asking depends on what “lan mode” in VST Connect is actually looking for. Details -
(For the IT types please accept I’m simplifying here for ease of explanation!)
To a first approximation there are two different VPN types available - transparent layer 2 and layer 3. Most VPNs now are layer 3 with different subnets on each end and the VPN appliance deals with the address translation. A few devices we use, such as our Calrec desks and TSI tally systems, require a true transparent layer 2 which implements the same subnet on each end, a little harder to set up but works fine.
So for VST Connect it depends on whether “lan mode” must use a layer 2 or whether a layer 3 VPN, configured correctly passing UDP, is fine. Perhaps musicullum can comment.