1. I think that when the VPN assigns a foreign IP address or one that has channeled some nasty activity, it gets blocked. I was using the VPN on Opera Browser and imgbb blocked me (until I turned off the VPN)
2. If your VPN makes you look like you are overseas, then e-commerce sites may be upset that you aren't using their overseas website.
3. Please note: VPN's serve two main purposes:
To establish an encrypted connection, so that your ISP or coffee shop wi-fi and occupants can't snoop on your traffic that's not already https or end-to-end encrypted.
To make you appear to be somewhere else (the exit node). This is to make you un-geolocatable. Yes, I get unwelcome results even on DuckDuckGo. I'll search for a technical item and some of the results are like B&B's in my area, because the real IP address without a VPN is very localized. (This ticks me off).
You rarely (or never) have a fine-grained choice of exit node unless the VPN gives you a choice of region (say, Europe).
Bottom line is: If you want the highest security, the encrypted VPN is good.
A "real" VPN channels all your traffic (emails, documents, messages ...) not just your browsing, as the VPN on Opera Browser will do (and I don't know if it does encryption, but https is everywhere).
Just be aware that your exit node for the VPN (or Tor Browser) can cause hiccups as you noted.
Sounds like some Microsoft services aren't happy with the choice, or the fact that may change.
Perhaps there's a way to make the exit node your home or office IP address for certain sites.
Corrections welcome. As for VPN, I only use the ones in Tor and Opera Browser so far.
And as for Djibouti,
Ask Sheikh Djibouti if he shakes his booty.