Turning on “Block connections without VPN options” will not make KDE connect work. Your solution is, either to keep this setting turned off, or use Rethink using another device. By using another device, I mean, set up Rethink either on your router, or maybe an old Android with Rethink installed and using using it as a hotspot with “Allow clients to use VPN” option (which is available on LineageOS, but not on GrapheneOS). Or you can also set up something like piHole.

I don’t write a lot of codes, but when I do, it is usually a mixture of broken English and my native language.