Mh, so no quick and easy solution...

That's right, Zhaan can see my server through the VPN, even through 3G. Unfortunately it's just a dlna-control point, not a player/sink.
This does confirm however that the problem lies with the media player itself! If it was some global network setting Zhaan wouldn't see the server either, right?

I was hoping to get this done with the stock player since I must say I like it, but if there's a better solution so be it.

Can anyone recommend a good dlna-player for the N900 instead?