Headwind MDM doesn't need Internet connection and can work in LAN. In fact, the system has been successfully operated by several clients in their private LAN.
There are few points which should be taken into account.
1. Some Android 10 devices can't enroll without Internet connection (not a Headwind MDM issue but an Android issue!). This could be fixed by temporary allowing Internet connection during the enrollment, see also this article for diagnostics: https://qa.h-mdm.com/2258/
2. If you want to use HTTPS connection, you have two options.
2.1. Turn off certificate checking (less secure option). This will require rebuilding of Headwind MDM launcher from the source code.
2.2. Set up your own DNS server and assign a domain name to the Headwind MDM IP address in the LAN. This domain should have a valid certificate (self-signed certificates are not accepted). Therefore, the MDM domain needs to be a public domain and you need to confirm its ownership to the certificate authority.