In this talk we present some preliminary results and discuss the prospects of determining the leading structure-dependent finite-volume effects in the hadronic vacuum polarisation associated to order $e^2$ electromagnetic corrections. In the quantum electrodynamics prescription $\textrm{QED}_{\textrm{L}}$ these arise at order $1/L^3$ in the large-volume expansion, which is also the leading order because of the neutrality of the currents defining the underlying correlation function. Knowing the size of the finite-volume effects in question is relevant for determinations of the leading isospin-breaking corrections to the muon anomalous magnetic moment coming from the hadronic vacuum polarisation.