If you are changing the gateway port via nxclient GUI it can be the problem https://www.nomachine.com/TR12N07384.
It could be the VPN blocking some ports. Correct me if am I wrong – you are connecting from other network to Windows 10 without AirVPN started and the session works. But if you start VPN – you won’t be able to connect to the same IP and Port.
Can you describe more about your environment. Where is placed client machine – is the same network? Did you also tried connect with disabled VPN, and then enable it again inside the session? Do you lose connection then?
Can you paste here output:
"c:\Program Files (x86)\NoMachine\bin\nxserver" --upnpstatus
"c:\Program Files (x86)\NoMachine\bin\nxserver" --upnpmap
Please replace digits in IP with X characters to not share it public.