@fregels 

Hi, welcome to the community.

Did you try to set up an OpenVPN Connection on the laptop using PiVPN?

The VPN passthrough on the Deco X50-5G is enabled by default and it would not stop any VPN connection from its local devices.

Generally, it doesn't need extra configuration to allow the VPN service.

"I have also tested the whole thing with my home router and it worked."

-Did the home router use the same SIM card?

Have you tried to put the SIM card into the mobile phone, then enable the Hotspot and connect the laptop to the hotspot to see whether the VPN connection works?

Wait for your reply and best regards.