Hello @gaynorg,
Welcome to QuickSight Community, it is great having you here.
To be able to connect to an RDS database via VPC you need to have QuickSight Enterprise Edition, if this is the case, then you might be missing the VPC connection from QuickSight.
Here is a post with a complete guide on how to setup an RDS to QuickSight using VPCs that might help.
Hope this helps!
Kind regards,
Andres.