Your network blocks VPN connections

If the app works on mobile data but not on one particular Wi-Fi, that network is blocking VPN traffic on purpose. This is a restriction set by whoever runs the network, not a fault in the app. Try a different server or country — not all of them are blocked in the same way — and try again after switching networks. On a managed network, such as a company or school, the block is often enforced centrally and cannot be worked around from the app.