Might be this a Android TV 9 problem or a VPN apps have bugs?

I tried Windscribe, Nord VPN, Express VPN and Urban VPN.

First three are officialy optimized for Android TV by developers, all three when connecting just kill Ethernet connection. Temp fix I found is to unplug/plug LAN cable while connecting, somehow those apps manage to connect. Windscribe developers responded that they can't find any bugs.

Urban VPN just can't connect at all through LAN.

Few people using Android 8 told me how VPN is working on LAN while many people on Android 9 can't.

Any suggestions?