Fopnu works well with VPNs and you may want to change the following settings for extra security:

In Fopnu settings go to Network tab and set the "Network mode" setting to "IPv4 only". Most VPNs only protect your IPv4 address even though most ISPs nowadays give you both an IPv4 and an IPv6 address so you don't want Fopnu to use IPv6. Then change the setting "Local IPv4 address or interface" to your virtual network adapter provided by your VPN software, and change the "Local IPv6 address or interface" to your loopback interface.

If you set the above settings then Fopnu will not do any network communication if your VPN connection fails even if your VPN software does not provide a "kill switch".

For even more security you can disable UPnP on your router and manually set up your port forwarding if you know how to do that. If you do this then in Fopnu settings in the Network tab switch off the "Use UPnP / NAT-PMP to forward port on router" setting. The reason that you may want to disable UPnP is because someone could exploit UPnP vulnerabilities to reveal your real IP address.