When a VPN is in use, the device's traffic is encapsulated and will no longer be protected by Shield or Content Access features. For this reason, the Online Protection feature blocks most known commercial VPN service providers by default. Non-commercial VPNs, such as ones from work, school, and personal are generally not blocked on default.

If you are comfortable with losing the protection from Online Protection and trust the VPN service in question, you can unblock the VPN service in the app.