Yellow warning symbol

Interesting...

Okay, while your VPN remains disconnected, perform a forced-restart of your iPad:

Force restart iPad (models with Face ID or with Touch ID in the top button)

If your iPad doesn’t have the Home button, do the following:

1. Press and quickly release the volume button nearest to the top button.
2. Press and quickly release the volume button farthest from the top button.
3. Press and hold the top button.
4. When the Apple logo appears, release the top button.

Force restart iPad (models with the Home button)

Press and hold the top button and the Home button at the same time. When the Apple logo appears, release both buttons.

You're very welcome. I'm delighted that the problem was easily resolved.

Have you enabled AirPlay? While your VPN is active, AirPlay may be unavailable - and you will see the icon as depicted ij your screenshot.

That's a useful diagnostic step.

Have you connected the iPad to an external monitor or TV using an HDMI or VGA Adapter?