Github Action runner is outside of your VPN so the connection cannot be established. Consider to do one of following:

VPN Connection: Establish a VPN link between the GitHub Actions runner and the AWS VPC, enabling secure, direct access to the database.

AWS SSM with EC2: Utilise AWS Systems Manager to remotely execute the script on an EC2 instance within the VPC, functioning as an intermediary.

Lambda Proxy: Configure a Lambda function within a public subnet to serve as a proxy, securely relaying requests to the Oracle database.

AWS PrivateLink: Set up an AWS PrivateLink endpoint, allowing secure external access to the database without exposing it to the public internet.

Self-Hosted Runner: Deploy a self-hosted GitHub Actions runner directly within the VPC, granting direct access to the database.

Each solution varies in complexity and associated costs, so select the option best suited to your network architecture and security requirements.