It is necessary to add a connection status check.
If there is no real connection, disconnect and display the corresponding icon and status in the tray, also display a notification message

For example, we can periodically send a GET-request to a resource behind the VPN, when the response with the status 200 connection is present, at timeout or 404 consider that the connection is broken.
In this case it is necessary to add a corresponding input field in the application settings