Another thing you can try is to disable your vpn app in the power saving mode setting. I found that this also caused the vpn not to work. I am now able to use the vpn now. Settings-> Device Maintenance-> Battery-> App power monitor.   Uncheck your VPN app.   ... View more

I have similar issue with nordvpn and torguard on my note 9, the vpn doesn't work. IP still showing my current location. But in secure folder mode strangely enough it works for me. Give it a try in secure folder mode. ... View more