ExpressVPN

Hi,

It should work without any issues. I actually use it pretty much every day. (Macbook Pro 2017, 10.14.5 Mojave. )

Also, I did some research on the ExpressVPN website and they confirmed that El Capitan is supported: https://www.expressvpn.com/support/vpn-setup/app-for-mac-os-x/

In the link you will find the configuration guide for all the supported versions:  Mac OS X 10.10 (Yosemite), 10.11 (El Capitan), 10.12 (Sierra), 10.13 (High Sierra), or 10.14 (Mojave).

It is not providing you any security. At some point in your use of the VPN your data has to leave the VPN and traverse the public Internet. The way to protect yourself is to only navigate to secure sites. Use https rather than http to visit sites. Doing so encrypts your data so no one can read it even if intercepted with or without use of a VPN. And in addition, the VPN provider now has access to your data so make sure it is encrypted. Unless your VPN is connected to a private network at the other end your data is subject to the same unwanted access as not using a VPN.

Why do you think you should use it? Are you connecting to a private network or connecting to the Internet? If connecting to the Internet your data is at some point getting onto the Internet whether using a VPN or not. If connecting to a private network then use the VPN the network is configured for.

When using https your data is encrypted. If it is intercepted no one can get access to your data.