The correct answer is: "It depends".
As in which technology you are using for VPN and how what kind of NAT (and how many) there is between Docker and the Internet.
Speaking from experience:
OpenVPN
has limited functionality when the connection goes through a Carrier Grade NAT most notable VPN via UDP packages tends to get dropped.
It works with tunnels via TCP tunnel, but is rather slow.
Strongswan
(IPsec) works, though there were reports (*) of dropped connections when everyone had to work from home and connect to corporate network and the Internet connection was behind Carrier Grade NAT.
WireGuard
also works. It is blazingly fast, even faster than IPsec, though it gets tricky to manage when you have a large number of clients due to key management.
Other VPN protocols might not even work with Carrier Grade NAT due to the may need client ip on WAN side - like for instance if you want to test IPv6 with a tunnel from Hurricane Electric.
In those cases you need to work around in order to make it work.
I haven't tested Nebula mesh
with Carrier Grade NAT, though I am intrigued by the part where you are not limited by the bandwidth available to the hub in the network.
So in a nutshell:
You need to decide how you want to use the VPN, because the purpose will limit which protocols you can use.
(*): I do not have direct links to sources, so I attribute it more to heresay, from friends working with Microsoft VPN, which uses IPsec.