6.0.1 fails to send MMS over PIA Always-On VPN when using 4G LTE
I've just found an issue in AOSP that tracks this and has a suggested fix for it:


  I tried Textra as a texting replacement app (for other reasons). In
  the settings it has an option to use either System or Legacy protocols
  for MMS. It even tells the user to try System if they have a VPN
  enabled. I switched to System from the default Legacy, and now my MMS
  works flawlessly with a VPN running.