@jobseeker. I think I know where the problem lies. The radio 2 stream is https and negotiates an http/2 protocol once connected. The radio 3 stream for some reason has been set up as http and uses http/1.1 protocol which seems OK for your setup.
I don’t know why this should cause a problem for your VPN but as it makes no difference to Roon radio, I’ll change the radio 2 stream accordingly.