First time I post here! Hello!

I've replaced my Nexus 5X with a Google Pixel. Ever since, I can connect to my VPN (configured on my DS214) using "OpenVPN for Android", but I can't browse my local devices or services (Plex, DS file, DS get, DS video, ...) when connected to a cellular network, but it works if I'm connected to a WiFi. There's only one difference between the two when I connect to my VPN. The IP.
Indeed, when connected to a WiFi, as a success message, I see "SUCCESS, <local IP>, <"internet" IPv4>,<port>" and when connected on my cellular network, I get "SUCCESS, <local IP>, <"internet" IPv6>,<port>".
You can see what I mean with my picture below. Of course, I've hidden my IP, but if might give you a better idea of what I mean.

Anyone has any idea of what my problem might be?
Thank you!
N.B.: Please take note that I've tried another device, a OnePlus X running Marshmallow, and it works flawlessly.