The keys used to authenticate Snowtype are added to headers during token exchange. A VPN configuration might sometimes enforce a proxy that removes the headers.
There are two options to resolve this. Either check with the relevant team in your organisation if there is a way to bypass that with a configuration change in the VPN settings or use another system that you trust that it's not behind a VPN. For example, you can have the configuration for Snowtype in your project and generate the code using GitHub Actions.