I use online wallet Coinbase.
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Coinbase is a handy online wallet, however, for some countries where they do not support, we encounter a lot when using it. A few transactions are made but are blocked at a certain location, although we are charged money but they do not actually make the transaction, we have to wait a long time for it to happen.
Until you use the VPN plug in your computer or mobile your device will get authorize to use it. So plug it out and use it. As my knowledge I am sure that it will work with out VPN any place.
I use Coinbase, mycelium and electrum wallet as well. All seems to be good to use.