I had to specifically run mullvad lan set allow in the terminal on pc and turn on “local network sharing” on the phone app specifically. If you’re not on linux idk, but if you are and haven’t tried that it could help. Though if it doesn’t work with the mullvad disabled (and “always require vpn” off on both devices) then it probably isn’t that. If it’s a graphene setting it isn’t one enabled by default, because I got a pixel 6 last week and it works fine through mullvad to use kde connect with my settings set to allow lan.