No internet connection when I use my real IP address with mobile data

If I’m connected to WIFI I have internet access regardless if I hide my IP with advanced privacy or if I use my real IP address.

If I disable WIFI (to use only mobile data), I can’t access internet unless I hide my real IP address.

I’ve tried almost all (including with “always-on VPN” on and off), but obviously, I miss something.

Any hint appreciated. Thanks.

/e/OS 1.11-s-20230512288805-dev-tissot / Xiaomi Mi A1