Can someone explain why VPN only works when laptop connected to tv

I was in Colombia recently. I used VPN on my laptop that was connected to my router. I shared internet from my laptop with Roku. When I connected to Amazon prime app on Roku it figured out that I am overseas.

I then connected video display of my laptop to tv (HDMI) and ran Amazon prime. Now I could watch everything.

Is this expected?

DNS strong on the Roku. Change the DNS to use the shared connection gateway (if there is one) or manually set the DNS server on the Roku to a local DNS

Some apps hard code Google DNS into the app, so you’ll need to be able to block 8.8.8.8 and 8.8.4.4
You should be able to change Roku’s general DNS in the settings menu

Interesting. I didn’t realize that. Many times I did’nt have access to router. In this case if I had carried my own router and connect Roku to this intermediate router then would it be possible? Asking since it seems changing roku dns is only possible through router.

Thanks. Looks like I should have carried my own router that allowed better control.