My iPhone failed to update

Restart the iPhone and try again. Restart your iPhone - Apple Support

Also confirm that you are on a reliable Wi-Fi network.

And remove the VPN and test again, as you probably value your privacy, security, and functional routing, and VPNs can and variously will cause issues for all three. I expect the VPN is the issue here.

Dump the VPN. Simply unnecessary on iPhone and more often causes all sorts of issues.