I'm trying connect to internal Jira instance use my AWS lambda function. The lambda cannot connect to this web-resource because VPN is required. (all work properly on my local machine under VPN connection).
Please any suggestion regarding this issue ?
It would be best to use SQS messaging.

Define a message format
From your lambda function, publish a message when you want to query something
Have an app/worker running inside your network, which is listening to your SQS queue.
Your app/worker receives that message and can query to your Jira instance.
When the result is ready, your app/worker can publish it on other SQS queue
You can receive the message in another lambda function, or If you want to receive the response in a same lambda function, you can poll for messages and wait till you get your desired message.
If you have multiple such lambda functions, or many requests going on. You can put a request-id in messages. So, when receiving a message, you can come to know which is your desired message and delete that one only.
How connect to internal Jira instance via AWS lambda