stay connected

I work mobily, and I'm having trouble with my set up staying connected, if I am away from it for too long?

I have a MacBook Pro, in clamshell mode hooked up to a bigger screen. I use a VPN app to connect to my work computer.

When I am away from it for a time, the screen goes black (a sleep mode from the Mac or the screen?)

it won't disconnect right away. I have got it just blacking out, and waking it up, but if I leave it longer it still is in sleep mode, but disconnects from my vpn.

Is there some settings I can use to keep the network connection active, regardless of the MacBook, being in sleep mode, and in clamshell mode