If routing is in place then the technologies (NLB and Cluster) would have no dependencies on the topology (VPN or not). I am assuming that on the NLB you would have a public side (NLB connection) and a private side (backend) that would be used with traffic from the sharepoint to SQL traffic. On the cluster side, you would have a cluster network (actually protected network as with NLB but maybe across VPN) and of course the SQL Cluster HB NICs would be cross-over cable between the two cluster nodes.
So, traffic would come into the NLB adapter from the true public side. The application (sharepoint services) would then process traffic to SQL out the private interface of the NLB nodes to the cluster (although actually protected) interface of one of the Cluster nodes. As long as the private side NICs can communicate to the Cluster networks successfully, you should not have any problems.
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