A:AnswerThe VPN source should not interfere with the functionality of your new Microsoft 4K Wireless Display Adapter. The content should be sent and received as intended.
A:AnswerMicrosoft 4K Wireless Display Adapter utilizes Miracast to connect, and does not rely on network support. Network connection should not impact the functionality of your new device.
A:AnswerBest source for answers to these questions...
https://support.microsoft.com/en-us/account-billing/contact-microsoft-store-support-4f615f2a-6bbd-fd69-6695-ae213d63eef0