I think something is configured wrong on your vpn, as vpn's do not connect to sites on the internet any differently than not using a vpn. All they do is hide your ip address behind the addresses of their servers. To the best of my knowledge, any vpn should just work, if it is configured properly. So, I'm thinking its a configuration or setup problem.
Having said that, I would say to take a look at AirVPN. I do not use it but it comes highly rated by a website that really knows its stuff, a site called blackmoreops.
If anyone is interested, the above site has a nice write up on proxies, tor and vpn's, listing the pros and cons of each. Here is the link
https://www.blackmoreops.com/2016/01...vs-vpn-vs-tor/