I saturate 10 Gbps using default 1500 bytes to/from TrueNAS, if you are not reaching that something along the way is slowing it down. It could be an old/bad NIC (I'm looking at you Realtek), bad driver, old CPU etc. What I'm getting that is whilst using jumbo frames in your case clearly is helping, ultimately you are masking a problem somewhere.
What could have been happening before is your VPN software was clamping your connection to below 1500 bytes, and as a result you were getting fragmentation when doing the tests. Do a tcpdump or wireguard if you're interested, or, just leave it as is since it's working for you. But generally 9k MTU on client devices can cause unwanted and unpredictable issues.
PMTUD should take care of that and negotiate a suitable L2 frame size (it's a bit more complex than that, but I don't like writing essays on forums!), also most routers will use MSS which will clamp the connection to a defined size, usually 1492 bytes in the UK where PPPoE is in use.