I was having an issue with IVPN, Mullvad and AdGuard Vpn (not all at the same time) on Windows 10. Discovered that shutting down AdGuard adblocker any of said vpn's would work flawlessly, with AdGuard adblocker active my network connection was not working. AdGuard adblocker would work fine by itself as would any of the vpn's by themselves. Strange because I haven't had this issue until recently. I was wondering if anyone here has had such an issue. Hate to give up AdGuard since I do have a lifetime license but I would prefer to have a vpn active.
I have the same set up as you. Do you have DNS protection enabled? If so, you might have a DNS server tied to something different than what the VPN server is using. That could be creating the conflict.
Good. Also, if you are using Mullvad, you can applications to use socks5 proxy 1.8.0.1:1080 (openvpn) or 10.64.0.1:1080 (wireguard) as a soft-of killswitch safety net. Those address can also be used in AdGuard of Windows as a DNS server.