I am able to get Roon Remote working with a Wireguard VPN connection using a combination of the mDNS Reflector and SSDP Relay built into my router (Firewalla) and the udp-proxy-2020. If your firewall/router doesn’t support mDNS/SSDP relays, you could run multicast-relay to do that.
How you set this up will depend on the router/firewall you have, and where your Wireguard server is within your network.