I currently use an MX 64 for my home network. It handles DNS, web filter for my kids, DHCP, and VPN for access to our internal NAS box remotely as we travel alot. We do not use any QOS, AD, or Firewall rules on the appliance outside of the defaults.
Since we often are on our home network we also have Mullvad as a third party VPN provider for inbound/outbound traffic. When we are behind the MX we cannot use Mullvad (OpenVPN variant) to connect to Mullvads servers.
Where should I start troubleshooting?