MullvadVPN (with wireguard) not working in Xiaomi Mi Stick TV (Android 9) with IPTV apps. MTU problem?

I configured the VPN normally and selected my country for the VPN server. The problem is that when the VPN is enabled, my IPTV apps either do not transmit data or it takes a long time before they can do so.

I believe it is some MTU setting that is causing this problem. I tested the following: 1360, 1380, 1492, 1500 and none of them worked.

If I wait about 2-4 minutes, the apps will start transmitting data. However, they crash a few minutes later. When the VPN is turned off, the problem does not happen!

My settings:

Note: I’m not claiming this is a router bug. I would just like some help so I can resolve this issue.

It‘s unlikely that this is caused by MTU.

I would guess that those apps detect VPN somehow and this is one of the issues.

If that were the case, I believe all signal transmission would be blocked.
However, the app still transmits data, but you have to wait a few minutes for this to happen and there are constant crashes when the VPN is connected.