Working with Arlo through a VPN client

Hi,

I have a Microtik hap lite device with RouterOS version 6.43.7. I set it up with L2TP VPN client using ExpressVPN and it seems to work well.
I am trying to make this setup work with my Arlo 2 cameras in an attempt to make Arlo think I am located in a different country.

Arlo base station needs to be physically connected to a router with and ethernet cable, so I connected it to the hap lite device. Then in order to set it up you need to go to their website and they are looking for the device in the network (see attached images). That’s where it fails to find the device. I am not a pro and don’t know how to solve it and would very much appreciate any help.

Thank you very much in advance!