VPN does not work on Wifi

[newVariable]

I tried Hide My A** VPN, and I can connect without problems. It works on 4G, but when I try to use it on wifi, it does not work. I can connect, but nothing loads when I use the browser.

My router is fine as I can connect from all the other devices I have on wifi including the router itself.

I am not sure whether the issue is in the phone or the router.

Anyone knows how to fix this?