Are you sure there is no firewall in between you and the Proxmox VE host that blocks access to port 8006 from your VPN subnet? If you enabled the host firewall for your Proxmox VE host, you should also make sure that it accepts your connection on port 8006.
No firewall exists between the VPN subnet and Proxmox VE. How can I check the host firewall? This is a new installation, and I haven't installed any firewalls or other applications.
Hm, by default firewall should be disabled. Can you run a small port scan of the Proxmox VE host to see what that results in? Should be doable with nmap -Pn <IP OF PVE HOST> from the host you are trying to connect from.