As I understand it, the establishing of the connection is reliant on a relay server. So this would not work on a local network without a relay server and would, by default, try to reach a server on the internet to make connections.

rsync is indeed fiddly. Consider SFTP in your GUI of choice. I mount the folder I need in my file browser and grab the files I need. No terminal needed and I can put the folders as favorites in the side bar.