App appears connected but the VPN is not working

There’s no such thing as a completely free VPN since maintaining a VPN service costs a lot of money.
Found a VPN service suggesting a completely free model? It’s probably selling your data to pay for it’s expenses.

automatic smart routing of users and data traffic to specialized servers built and optimized for providing you with the best user experience you have ever had.

Using a VPN increases your online privacy and security significantly. Yet, if you are using VPN services which may not have a VPN kill switch, then it’s almost as bad as if you are not using a VPN at all.
VPN Kill Switch Explained.