Location Services constantly pops up and iPhone 15 pro gets very hot.

Despite the fancy advertising claims, the only reason to install a VPN on your iPhone would be that your school or company requires it to connect to their network.

Otherwise, a VPN provides less....not more.....security for your phone and it also makes connections to various services more difficult at best.

Unless your school or company requires that you have a VPN on your phone, our recommendation would be to delete it entirely from your iPhone.

Let us know on your decision.

And a third opinion. Using a VPN on an iPhone provides nothing but connectivity issues and other issues like you're seeing. Unless required by a school or employer (which they should provide) a VPN doesn't make your phone more secure. In fact, quite the opposite unless you're OK with the VPN provider knowing everything you do and then selling what you do to anyone willing to pay for it. iOS is the most secure operating system there is. It's virtually impenetrable, so it provides all the security you need and then some.

You might benefit from reading this --> VPN: What you need to know - Apple Community

Start by getting rid of the VPN entirely. It serves no legitimate purpose and does absolutely nothing to protect your privacy or secure your data. In fact, it does exactly the opposite.