Android VPN "Always On Settings" Issue

I have a OnePlus 5 running Android Pie.
I enabled the recommended settings of "Android VPN always on" as an alternative to "Killswitch".
I enabled both the recommended settings: "Always On VPN" and "Block connections without VPN".

However, with "Block connections without VPN" enabled, security prompts for Micosoft Authenticator and LastPass Authenticator don't work.
I have added these apps as exclusions to the "Per App Settings" so that they wil not be protected but it doesn't help.

 Only by turning off "Block connections without VPN" can I get them to function.  Also, several other apps have issues with this setting, such as payment and shopping apps.

For now, I have turned off "Block connections without VPN" in Android's VPN settings and enabled "Killswitch" in PIA's settings.
My apps that were being blocked now work as intended and, on the plus side, I don't appear to have been disconected from the vpn since making the change.  Previously, with the recommended Android VPN settings applied, lockouts were fairly frequent.

I am happy it appears to be working but:

- not sure whether I am being protected if/when I lose wifi or mobile signal.  I haven't had any lockouts since making the change but phone could be disconnecting from vpn and remaining connected to internet then reconnecting to vpn with me being none the wiser.  Or, it could just be working as intended and I haven't lost connection to the vpn since makng the change.

- thought I should write here to leave feedback, in case info may be of use.




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