Forgive me for resurrecting this post, but I seem to be experiencing a similar issue. I live on a government run school campus and internet is typically limited in what I can access. This meaning most websites and online game clients being blocked, along with any attempt to connect to online servers.
To counteract the restrictions the campus puts in place I have to use a VPN, now.. this is where the trouble starts.
While I was waiting to be white listed, I was exploring the server as a soul... connected just fine to the server. It wasn't until I was whitelisted and switched over that I disconnected and then received a message alerting me about my VPN.
I've tried plenty of times to reconnect, turning of my proxy and even keeping my IP static... still nothing, I really would like to join the server but this issue is preventing me. Curious if I could get some help or am I SOL?