I need a bit more details about your deployment to suggest you a solution.
As I understand you installed VeeamPN in HUB role in Azure virtual network where you are setting up a repository.
You added 'point-to-site' client and used a OpenVPN client to connect from on-prem Veeam Server to the VPN in Azure.
But then could you please explain how the job is setup? For example - if you are using an another server as a proxy, and this proxy is not connect to with its p2s VPN connection it will not see 22.214.171.124 IP address in Azure.
If this is the case I would suggest to use VeeamPN appliance - install it in your on-prem network, connect as site-to-site and use IP translation for Azure-based server (10.0.0.5) to some not used local network address (e.g. 192.168.1.200). Thus all servers (Veeam Backup Server and all proxies) in your network will see the Azure-based repository as local alias 192.168.1.200