Either your N/W firewall might be rejecting the requests coming from the outside of your VPN network.
You might not be running your JBoss instance in a public bind address. So check if you are starting your JBoss on public bind address as following:
./standalone.sh -b internetAddress
Here "internetAddress" should be an IP Address (or a registered hostname) which does not just belong to your private network (because as you mentioned that When I activate my vpn to the Server, it works.), Which indicates tat you might be running your address to some private IP.