MacBook Pro Connects to Wi-Fi but not the Internet
Seamus is right, it seems an issue related to network and not your MacBook Pro, though, you could execute  network diagnostic Utility.

The Network Diagnostics utility will guide you through a series of questions and tests, based on  your ethernet or Wi-Fi connection to network configuration and DNS servers. Sometimes the utility is able to fix issues by itself , but,when it can’t, it usually provides lots of useful info regarding  the nature of the problem as well as to offer several suggestions in order to fix network issues.

regarding VPN, could you tell me if you use more IP at the same time ?