If it's multiple devices then it does point to something at the network level, not device level. The first culprit would be your router, then your ISP.
Your router may be misconfigured, handing invalid DNS, or blocking/mis-routing traffic to certain IP addresses.
Some 'smart' routers also do content filtering, and this may be getting triggered by something on the sites in question.
I know my ISP-provided router does this. Generally it works well, but the blacklisting system is opaque, at best.
If it's not your router then it could be your ISP. They can also have misconfigured configuration, router setup and content filtering, but it's even more opaque and harder to diagnose.
The problem could also be IPv6 vs. IPv4. Your Mac will try to use IPv6 where possible, but the router/ISP may not support that.
The reason the VPN circumvents it is that your request is encrypted and sent over the VPN, where the VPN server decrypts it and establishes the connection to the end server. To your router and ISP, it just looks like another connection to a semi-random server, so their misconfiguration/blocks don't kick in.
For troubleshooting, I'd start by going offsite - if the same device (sans VPN) can connect to those sites while on cell service or at the local coffee shop, then it's not the device.
Net turn off IPv6 (if it's on), and try again.
Next would be DNS - the ISP's DNS server may be blocking the connection, so change the DNS servers you use (via System preferences -> Network). Override whatever your router/ISP set and use Google DNS:
8.8.8.8
8.8.4.4
If it still doesn't work, open Terminal.app and try:
traceroute support.apple.com
You should see the path between your device and the server support.apple.com
While not definitive (some routers will not respond to traceroute), it might provide some insight.
(for grins, you can run the above while the VPN is on and off to compare the difference, and learn how much the overhead the VPN is adding).
Hopefully that will give some insight. You can also post back the actual message from Safari which can give hints as to the problem (e.g. can't find server, connection refused, SSL mismatch, etc.). These error messages aren't always easy to decode, but someone here might wean something from it.