You're likely using an ISP supplied router and it has overly aggressive firewall settings enabled. That would explain why it works via hotspot or VPN. As to how to change that - it depends on your ISP and the router in question. I would hope their site explains how to alter the settings.
Some examples:
https://www.xfinity.com/support/arti...teway-features
https://www.verizon.com/support/resi...y/home-network
Check the support site for your ISP, or if you're not using an ISP-supplied router, look into the settings on whatever you have.
-Mcoy