Unauthorized VPNs (non government approved) are illegal in China. If a business needs their own they can get approval but they have to apply for those exceptions.
It isn’t really enforced, probably especially so for non citizens, but if you do something they don’t like it is something they could use against you.
You would probably be less breaking the law to just directly open up SSH and access that instead of tunneling through a VPN. Even though SSH can do tunneling of its own.
I don’t use the WebOS app but generally default subtitles/audio languages are set on your profile and the apps pick up those settings.
Try logging in to the web interface and going to your user profile. There is a “Playback” section where you can set your preferred languages. If this isn’t set it likely is taking the default language from your media files instead.