I kind-of forgot to mention this, but try using trace route in the command line to the domain.
Should show if you can even send or receive packets from the site without a VPN. If you can then it’s probably a browser issue.
Not a lot of experience using trace route in Linux but in Windows I’ve often used tracert to do test and eliminate possibilities. Depending on where the packet is lost you can kind-of deduce what the point of failure is.