Hello,
By default Teltonika routers don't block any connections going outside from LAN to WAN (the internet). Could you please confirm that there are no additional settings on your RUT950 that might be interfering with the connectivity?
In some cases using custom DNS servers might also be an issue. I would recommend setting 8.8.8.8 (Google DNS) or 1.1.1.1 (Cloudflare DNS) as your DNS servers on your PC and re-checking if this issue still exists.
Also, please note that whenever you switch network connections on Windows from one network to any other, the Windows firewall may apply different rules and, in turn, it may treat the network that RUT950 provides as a "Public" network. The consequence of this is AnyDesk not having the necessary permissions to make any connection from the Windows machine itself. This profile switching on different networks also applies to most 3rd party anti-virus software.
Additionally, please confirm that your PC firewall settings are configured as recommended according to AnyDesk knowledge base here.
Best regards,
Tomas.