Can you get on with using teddit.net which is a privacy-focused front end for Reddit? It doesn’t change much but they’ll get less useful data from you.
Either way, if you use Lemmy more and Reddit less than you used to, they’ve still lost something.
These two form a “mesh VPN” which use direct encrypted links between any number of devices. You can think of it as forming a virtual LAN where you can communicate with devices, including open ports. A lot of them have clever tricks to overcome CG-NATs, which you seem to be struggling with.
Another option is to just rent a server. You can get massive storage space for less than some VPNs cost and you don’t need powerful hardware if your device supports the codecs you’re using. You could even get a cheapy VPS and reverse proxy to your Jellyfin server through an SSH tunnel or similar. Lots of options here.