MacOS Sequoia blocking VPN, won't allow use of Messages and iCloud

I worked with Express VPN support and was able to get things to work.

TLDR:

• Download the latest Mac client from Express VPN (they've made an update - more on this below)
• Completely uninstall Express VPN - I used AppCleaner to remove left over files
• Uninstall the left over IKEv2 Network configuration
• Reboot
• Install newly downloaded version of Express VPN
• Login and configure Express VPN but do not select the new "Allow Apple Services to bypass VPN checkbox" - more on this below.
• Enjoy

Further history:

• I was unable to get iCloud drive, notes, or messages to sync
• The only workaround for me that worked was switching to IKEv2 (you have to turn off advanced protection to do that).
• I reached out to support and had a long chat where we tested many things.
• They have created a new version with a new checkbox to allow Apple Services to bypass VPN. See https://www.expressvpn.com/support/knowledge-hub/network-lock/#apple-services
• For some reason Express VPN did not suggest the update. Maybe it is on a rolling canary and it would have in the next few weeks.
• I installed the new version on top of the my existing version and tried enabling the new setting based on advice from support.
• This messed my machine up further. iCloud stopped syncing even when quitting Express VPN. I tried multiple configuration permutations but could not sync.
• I told support I was going to do a full uninstall and did the steps listed above. At that point it was working even without turning on the new "Allow Apple service to bypass VPN..." checkbox.
• But I was curious and checked it and did more testing. It seems that did allow Messages to work. But iCloud drive and Notes would not sync. My suspicion is that in a rush to fix it they only tested Messages and somehow made things worse for the other Apple services.
• I've gone back to using what is working for me which is the uninstall / reinstall of a the new version with the settings I normally used (auto protocol, Advanced Protection turned on, network lock and allow access to network devices. But I did no not have "Allow Apple Services...".
  • Note that this new setting like the Allow network devices setting is tied to network lock. If you do not have network lock enabled, it is irrelevant and apple services will work regardless of it being set.

All of this makes me wonder if the change Apple made is causing issues with pre-installed VPNs but somehow allows traffic for newly installed ones. It seems to either be that or some other change Express VPN made in the new release.

I hope this helps someone else.