iPhone, and VPN on app not working

Please provide us with the following information

Type of device (iPad pro, iPhone 10, etc):

iOS version ( Settings --> About --> Software Version ):

*Detailed description of the behavior:
I have two iPhones with different cell providers one is iPhone 8 on Verizon software up-to-date I 16.7.2. The other device is an iPhone 2022SE 5G on AT&T’s network software up-to-date, 17.1.1.

I am new to VPN had to up my security got hacked… But a lot of the apps will not run when I have VPN turn on is there a workaround or how do I use this properly? Kind of doesn’t make sense that’s why I have the VPN for security and I can’t use apps.