Follow the Proton VPN developer's instructions for uninstalling the software. Most times the app will include an uninstaller app. Sometimes one of the app's menus will include an "uninstall" option, other times the app may have a folder within the Applications folder containing the app itself as well as an uninstaller, or the uninstaller may be hidden within the app bundle for the app. Sometimes the app's original installer will include an "uninstall" option if the installer is run again. In other cases, the developer may only provide an uninstaller to be downloaded from the developer's website. If in doubt, check with the developer for the proper method for uninstalling their app.
If you already manually deleted some portions of this app, then you may need to reinstall the app in order to be able to run the app's uninstaller.
Recent versions of macOS are much more locked down so it may not be possible to manually remove files from certain system areas. Using the app's uninstaller is the easiest and best way to remove these files. The only time you should manually delete apps is when you "install" them by dragging them into the Application folder or when downloading them from the App Store.
