Hi dennis6720,
Thanks for reaching out through Apple Support Communities for help with your iPhone 12 Pro and its online connection. Congratulations on your new device! We're glad to look into this with you.
Let's take steps to isolate the issue, and test if your iPhone itself is otherwise working as expected. If we determine that the root cause is with your VPN connection, we may have to refer to your VPN provider directly for assistance.
Are you able to access the internet without issue and maintain a reliable internet connection when the VPN is turned off? If possible, test using different Wi-Fi networks and also switching to cellular data.
If the issues are only occurring with your VPN enabled, try this on different Wi-Fi networks and cellular data as well. Also, let us know if you've had a chance to restart your iPhone since it began.
If there's an iOS update available for your device, please be sure to back up your data and install it, so that you have all of the latest enhancements installed. The current version of iOS is 14.2.1. Here's a guide with the steps to update:
Update your iPhone, iPad, or iPod touch
If the issue remains only while joined to VPN, you'll want to confirm that your VPN settings are correct with your VPN provider at that point.
The following guide has detailed information about configuring your VPN:
VPN settings overview for Apple devices
We're here for you if you've got any questions.
Have a great day!