Hi there meboli,
Thanks for reaching out to us with these inquiries about using parental controls on your child's device. We're happy to provide you with some insight into this. You are able to disable the wireless hotspot usage with the parental controls. Go to Settings > Cellular, and make sure that the hotspot is disabled. Then go to Settings > Screen Time > Content & Privacy Restrictions, and enter your passcode if prompted. Scroll down to Cellular Data Changes, and switch that to Don't Allow.
As far as the VPN settings, that if not a feature that can be blocked using the parental controls.
We hope this helps you. Let us know if you have any questions.
Take care and be safe.