VPN issues on MacBook Pro 2021 14" (M1 Pro chip)

I have just purchased the new mac, configured it as new (no backup) and installed all my usual apps.

Everything works perfectly well, except my VPN.

Whenever I try to connect to a VPN, I cannot access internet. I have tried multiple VPN protocols, multiple VPN apps, and reset the WIFI configuration. Nothing works.

I tried using the browser vpn extensions, and finally I can get a working connection, although it does not offer the same advantages of a system-wide VPN.

The VPNs I tried are NordVPN and SurfShark, both using M1-compatible versions of the app.

I have Intego anti-virus & firewall, I have tried to disable it and test the VPNs, no luck.

I tried setting up different DNS addresses, no luck either

The whole thing is really weird and I have no idea what is causing the issue. My guess leans toward a problem around the M1 chip, as I cannot think of anything else. I have disabled the new iCloud private relay as a beta as well, in case, as well as the integrated macOS firewall. I am at a loss here.

If anyone has an idea, it is much appreciated!