VPN and network connections dropping when I lock my screen

Do they drop immediately? Could it be that you have your mac set to log out after a set period of inactivity? System Settings->Privacy & Security->Advanced… log out after …

Mauricio Subieta wrote:

After upgrading the last time, I noticed that my VPN and network connections drop when I lock my screen. I am using a Macbook M2 Max connected to a docking station for dual-monitor and wired ethernet connections (and I have wifi enabled as backup when my wired connection does not work, which seldom happens at my workplace). When I lock my screen using the Comd+Ctrl+Q combination, all the network connections drop until I enter my password to unlock the screen. Has this happened to anybody else? I am on version 15.5 just in case. Any help is really welcome.

Disable the VPN and compare your results without...

I have never used a VPN, and never had the issue.

Unless you're using a true VPN tunnel, such as between you and your employer's, school's or bank's servers, they provide false security from a privacy standpoint.  Read these articles:  Pubic VPN's are anything but Private and Security Risks: The Dangers of Using Free VPNs (eccu.edu).  

Personally, I recommend un-installing your VPN app accordingly to the developer's instructions. Also do the same for any apps in these categories: any "cleaning", "optimizing", "speed-up" or anti-virus apps.