So here's something interesting... I have recently been having an issue where the VPN would randomly disconnect, but it only seemed to happen when I opened certain apps, causing them to disconnect and report no internet connection.
Settings > Connections > WiFi > Intelligent WiFi (Accessed from 3-dot menu in top-right corner)
Samsung appear to have a setting in WiFi turned on by default that prioritises data streams for Games and Apps that it deems need uninterrupted connectivity.
Turning this off fixes the issue
It's reasonable to summise that if you're not using third-world internet, that you don't need prioritisation per-app on connectivity. But what this setting does, is detects the launch of games, and kills the streams that the Android system VPN is using, hence disconnecting you entirely from the internet unless you're split-tunneling.
For everyone having this issue on Samsung phones, my recommendation would be to turn this feature off, because you really don't need it. Sending traffic through a VPN tunnel defeats the point of packet prioritisation anyway.
Side note...
It's also worth mentioning that the game booster has a similar feature when "Performance" mode is enabled, where it will kill unnecessary background processes, including the VPN app that is supporting any tunnels you have connected. So if you're having issues there, it's worth turning that off too.