Continuity features broken when using VPN on Mac

Ever since I started using a VPN (Surfshark) on my Apple devices, I noticed a lot of Continuity features work sporadically, if at all, while I'm connected to my VPN. Things like AirDrop, SideCar, Logic Remote, etc. I have a somewhat basic understanding of why that is, but what confuses me further is that sometimes AirDrop DOES work, even when both my Mac and iPhone are connected to my VPN, though it's not with any regularity. What's more, even when connecting my iPad to my Mac with a USB-Cable, I still need to disable my VPN to use SideCar or Logic Remote, but I am able to reconnect to my VPN after my iPad pairs without the connection dropping.

These weird quirks, plus the fact that it's only ever a problem with with MacBook (AirDrop between my iPhone and iPad always works), leads me to believe that this is a bug, but I'm not sure whether macOS or my VPN is the problem. Has anyone found any workarounds for this (other than not using a VPN)? Does anyone have this similar problem with a different VPN? And is there a way to report this bug to Apple (I don't know whether this is just for discussion is just for discussion or bug reports too)? Any help would be appreciated! Thanks!