This is an interesting question. As the Mendix Cloud comes with the functions described, adding infrastructure components is not possible. That leaves the only option to add a JAVA-based VPN, which can be found, for example, here: https://github.com/anujnm/Simple-VPN/blob/master/src/com/VPN/Client/Client.java
But after adding the VPN and setting up the tunnel, I don’t know if the Database Connector is able to find the IP number through the tunnel. If it is very important, it would be worth experimenting with it. An alternative is to run the on the Private Cloud (Could also be AWS/Azure/OTC/etcetera). Depending on your specific situation, the additional support costs could bring more value than experimenting with a JAVA-based VPN client.