The “Proxy/VPN/TOR” settings has some pretty complex logic to detect various bypassing techniques. It should not block Windows updates, Google search etc. As of now, there’s no logging about what’s blocked and why. But that’s being added, and we hope will be able to release this soon.
To test whether another VPN is being used, you can view the IP address reported by a browser and compare that to the router’s public IP address (you can search “IP address” on Google, for example). Another test you could do is to put your own device under the same profile and see if there’s any difference in behavior.