Private relay not working (settings not compatible)

I've seen plenty of articles on here and none of them help. When I try to use the Private Relay on my Mac Mini, it shows : "Some of your system settings prevent" bla bla...

I tried uninstalling VPNs, or anything related (safari/google chrome extensions, proxy, etc.), but nothing works, even after many restarts.

Is there a proper way to find what system/app is preventing me to use the Private Relay? Even after hours of research I can't find the source of the problem. It does work on my Macbook and iPhone...