Maybe a typo, but you can’t use httpS://xxx:8123 because homeassistant does not provide SSL. You need caddy or nginx proxy manager to get certificates. There are addons for both, but your instance needs to be reachable on the internet to do it simply.
I think you can set the external URL in the companion app to be whatever you want. Try setting it to your internal URL and you should be fine when using the VPN.
Also, do not access your homeassistant via 8123 from outside your network unless use a VPN. It is not encrypted
edit: httpS was from an OLD post before yours. sorry