Database connection timeout with long running queries over SSL VPN

We have an instance of the Sophos SSL VPN hosted in Azure. 

We are connecting using an up to date version of OpenVPN Client.

Connection and Authentication work fine.

Users can query the database in question.

Passing --ping allows connections to stay open.

However if an individual query takes longer than 3 mins to execute, this is common for our analyst team, the connection to the database times out.

If we grant direct access to the database then the connections for long running queries work as expected.

What settings should we be looking at in Sophos or OpenVPN?

Many thanks

Edited TAGs
[edited by: emmosophos at 9:54 PM (GMT -7) on 16 Aug 2022]
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