Hello!

Try clicking "Allow all applications" in the Radmin VPN->System->Firewall Exceptions menu on both the remote and local computer.
Also game shouldn’t be blocked by antivirus or firewall (or you can turn them off).

Make sure both sides are actually connected to the same Radmin network: https://radmin-club.com/radmin-vpn/all-guides-for-games-radmin-vpn-add-new-in-the-comments/ msn games. Restart Radmin VPN or your network adapter