Thanks Alexey, that will be very helpful for Support.
Ordinarily I would expect to see at least System Output under “Connected to this PC”. Are there any other audio programs running on the PC that might have exclusive control of the device ?
Is it possible to take your Remotes to the Core and connect without the VPN to see whether that changes anything ? Connection over a VPN is not officially supported and may have undefined consequences.
Edit: Private zones disappearing has occurred before with VPNs. Roon uses TCP/IP, UDP and multicast. Anything in a VPN that interferes with those can result in Private zones not being detected.