In this situation, you have to add static DNS to your VPN client. To do so, open the RUN page by pressing the Windows key + R. Write, click on the VPN that you have created and choose Properties. On the new page, choose the Networking tab and double-click on Internet Protocol Version 4 (TCP/IPV4). On the new page, choose to use the following DNS server addresses and fill them like the following picture, then press the OK on both of the sections to apply the changes.