If the connection but not the data transfer via FTP works, it is because your firewall or Internet router does not provide the necessary TCP ports for data transfer. This may be due to a firewall that is set too restrictively, but also because you are connecting to the Internet via a VPN tunnel.
FTP always requires two TCP ports: a command port and a data port. You can try to connect via a direct Internet connection using FTP. Use your smartphone, for example, to create a hotspot and connect to the Internet via this. Both the FTP connection and the data transfer should now work.
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