Have you tried enabling the Query nested user groups (supported by AD only) option in the Advanced LDAP settings tab? When enabled, Veyon uses the LDAP_MATCHING_RULE_IN_CHAIN search filter rule which tells the server to also return indirect members for a certain group. Access control should then allow access also for indirect memberships.
For debugging this, you can change the Veyon log level to Debug (config page General), click on the Test button in the access control page and search for lines containing AccessControlProvider in C:\Windows\Temp\VeyonConfigurator.log – there should be a line with a list of all groups of the user entered in the test dialog.