Time Capsule and Network shares not showing in Finder through VPN
Usually the sidebar shows Network Devices which are announcing themselves and are recognized by the 'Bonjour'-Service. For that to happen the appropiate Ports have to be used, in case of the 'Bonjour'-Service that would be Ports 1900, 5350, 5432 and 5353 (see "Well known TCP and UDP ports used by Apple software products")

My first suggestion would be to check your VPN-Server if these ports are blocked, which would prohibit the Devices showing up in the sidebar.

If the Raspberry is an SMB-Share you can try the following steps:


Open System Preferences » Network
Click the network interface you use for the shares (that probably should be your WiFi Connection rather than the VPN-Connection. You have to try both eventually)
Click on the Advanced button at lower right
Click on WINS tab, and manually enter the workgroup name of the
server
Click the '+' under the WINS Servers list
Enter the IP of the server 
Click OK, Apply, etc.