From the modem I can also fire a traceroute, it immediately returns a timeout.
Instead dig works.
I told that in a previous repky, the VPN uses WireGuard.
It seems to me a classic Occam's razor situation.
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that was just a guess it was wireguard. 
it is possible that they were not blocking UDP and it generally uses random high ports.
wireguard is awesome btw. i use it all the time.
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Wireguard udp
WireGuard uses UDP as its transport protocol, which is essential for its performance and design [2]. It operates over UDP to avoid the performance ...
Follow-up: after some tests I discovered that the ISP is blocking the TCP layer, but UDP is allowed (e.g. dig and nslookup work). So my WireGuard connection can easily pass through.
Now I'm really curious to know how many of you are going to don't pay the next invoice to test this possibility 😂
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