Ethernet Connection

If you occasionally move to different locations, Network Location Files can instantly change all the settings required with one selection off a Menu. Just be sure when you set up a second and subsequent one, you START by giving it a new name.

Another "trick" Ethernet Users can use is based on the concept that MacOS sends Internet data to the TopMost, Working interface show in system preferences > Networks.

You can use the gear Icon and "set serve order" to place Ethernet at the top, Wi-Fi second. then when Ethernet is not working/available, Wi-Fi will be used by default.

what model MacBook Pro by year and screen size?

Built-in Ethernet?

Apple adapter? third-party adapter? which one?

Have you completely removed all the DSL settings in the Mac?

Consider setting up a new Network Location File and give it a great name like "Home" (NEVER the default)

Use network locations on Mac - Apple Support

If you are not an international spy, I don't see the big draw of VPN software, unless your employer requires it.

Your DSL connection is over part of a telephone line, that is separate from the part you use to talk on. Many providers require a DSL log-on (often with with username and password) every time you want to do anything, and time you out and disconnect if you are not active. That is a pain. So you can set it up to maintain the connection at all times, or to auto-login when needed for any reason.

DSL is a little complicated to set up, but not difficult.

You can implement it EITHER in the Router (recommended) or in the Mac, but not both. If you have had any major changes, it likely disrupted the way it was set up before.

If you can possibly do so, it is better to set your Router to handle the settings required. Then you can connect as many other devices (computers, printers, iPhones, iPads, whatever) as you wish to your home network, they can come and go easily, and everything on the devices is much simpler. But that will take some digging in the Router manual. If they did not give you a manual, it can likely be found online or on the provider's web site.

What you want to do is tell the Router the DSL login username and password (or very similar) needed to make the connection, so that when any requests need to go onto the Internet, it will connect you automatically. Optionally, you can often tell it to maintain the connectional all times, and re-login when disconnected.