I'm having a very similar issue. Was the above issue ever resolved?
I'm trying to use Microsoft's Remote Desktop Client to connect to my Windows 10 PC via an OpenVpn connection from 2 different devices: my Android phone and my iPhone 12 mini.
The Android version of the remote desktop client and the IOS version of the remote desktop client both work perfectly when using WiFi connections (from another network).
However, only the Android client can successfully connect with WiFi turned off (via its T-Mobile cellular connection).
Turning WiFi off on the iPhone 12 mini returns Error code: 0x204 when I try to connect using T-Mobile's connection.
As workarounds I've tried various permutations of using IP address, pc name, DDNS, user names, email address, but nothing works.
I'm trying to avoid opening any ports in my router.
P.S. I am getting the same exact behaviors on a second Windows 10 machine.
P.P.S. I tried another experiment, this time using the iPhone 12 mini with only the (T-Mobile) cellular enabled as a hotspot connection for my WiFi Samsung tablet. The Remote Desktop client on my Samsung Tablet was able to connect via OpenVPN to my Windows 10 PC (through T-Mobile using the iPhone 12 mini's hotspot).
My theory is the ios Remote Desktop client app is the culprit.
Any thoughts?
Jeff