Work VPN Connection Issues with My Home Xfinity Network

I cannot connect to my work VPN. I use WatchGuard to login and this triggers a secondary tier to login to the DUO server which is a 3rd party authenticator that sends a message to my iPhone to approve the login. Something is blocking this when I try to login on my Xfinity home network because I don’t get the DUO notification to approve the login. When I am attached to the internet using my iPhone hotspot I am able to get the DUO notification and can successfully login. It seems something on the Xfinity network is blocking the communication with DUO.