"This site can't be reached" ERR_SOCKET_NOT_CONNECTED

Description of the issue:
On half the websites I visit I get the error (ERR_SOCKET_NOT_CONNECTED). Pages will automatically reload after a couple of seconds and load properly after ~3 tries. Reloading the page for ~3 times manually also works, some images might not load at the second reload. With the third try every element of the page is properly loaded. This issue occurred by VPN use (Mullvad). With certain VPN’s this issue does not occur in Brave. Some users experience this issue in Brave without use of a VPN at all.

Exact URL of the website in question:
https://whatsapp.com/

Did the issue present with default Shields settings? (yes/no)
The issue occurred with custom Shields settings and with Shields disabled entirely.

Does the site function as expected when Shields are turned off?
No, it does not.

Is there a specific Shields configuration that causes the site to break? If so, tell us that configuration. (yes/no):
Not applicable, not caused by Shields.

Does the site work as expected when using Chrome?
Not experimented. Sites do work in other browsers, Safari, Firefox etc.

Brave version (check About Brave):
v 1.56.14

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