Games with Firezone


I have a VPS in a location close to the gaming community in which I participate, I want to use Firezone to connect in a direct way and closer to this area. I have tried several games and everything goes well even I have noticed that latency between communities in the area I have the virtual machine is reduced, although I have been having some problems with Dota2 specifically as it can not do the internal ping test to connect to the game servers, anyone has used Firezone or Wireguard to use it to play?
Any suggestions from a configuration point of view that you can give me?