I have got strict nat whilst playing xbox live and need it open whilst using a vpn my provider told me not to port forward as this will impair my vpn security any fixes this has been a long time issue.
Going to be tough. It depends why you have the VPN and how much control. The VPN by design run ALL traffic though the tunnel. If you can configure it you may be able to change the VPN setting to allow what is referred to as split tunnel. This would mean your xbox traffic would go directly out your house router. To a point you then must ask why you just don't disable the VPN.
Now to make the xbox work THOUGH the VPN your VPN provider would have to some how make the nat forward rules or UPnP work. I suspect they don't want to be bothered.