VPN

I thought I had this all worked out, but apparently not.I set up the VPN on my router, and installed OpenVPN on my Android (S21 Ultra) phone. When I turned on my phone's hotspot and connected to it while in the US, everything worked fine. Now I am in Mexico. I start OpenVPN and it connects to my router in the US no problem. I see traffic flowing through it. But, when I connect to my hotspot with my device (a VR headset), it knows I am in Mexico. Does anyone have any suggestions/thoughts on what may be going on here? Thanks amigos!