The fact that your PC connected via CGNAT probably isn't relevant. Most ISPs have traditionally used IP4 (some now using IPv6) to which a user's router (downstream of modem, sometimes same device) connects. And then the user's LAN uses standards based non-routable IP address range (typically 192.16.x.x but there is a Class A and Class B range as well). that NAT is involved usually not consider relevant to 'direct' communication. Though what that router/NAT device is doing can vary greatly, and be impactful. No, VPN is NOT required because you are using CGNAT. However, there are implications of having a firewall (typically part of router) between devices. And making that work properly, reliably requires at least some understanding of networking... not necessarily a VPN, though that can be one way to handle things... but each approach has its own Pro's & Con's. As a VPN is encrypting traffic, encrypting real-time video can cause problems ... all of which are solvable, BUT ... it depends (on way more than you posted)
I'm suspecting you are unaware of the firewalls / required network settings to communicate from OBS PC to any other worldwide computer (which will vary based on circumstance). That cloud PC is very likely protected by a firewall, which needs to be protected. Beware doing the end-user norm of opening up things WAY more than you should to get data transfer to work, as you could easily compromise 1 or both computers. To someone who knows networking and security, there are a bunch of cross-checking configs to ensure ONLY the desired traffic gets to the cloud computer, but such is well beyond many. So depends on your understanding of TCP/IP, & UDP, ports, protocols, etc and your specific traffic, and access/control over your ISP connection (ie how 'fixed' is your WAN IP address, ability to generate/use computer certificate, etc). Probably makes sense for you to start with reading up on NDI Bridge best practices
