While I just posted a reply to the following thread
https://discuss.grapheneos.org/d/8330-app-compatibility-with-grapheneos/109
I realized that with a lot of Oz people on here that this is probably suited to a new discussion.
Basically, the NAB app won't work with with a VPN, either via the app or via the web. To use it, one has to disconnect the VPN and turn off "always on" if you use it, reboot and access the app.
I've found that you can turn on the VPN afterwards and still get push notifications but it's a pain to have to do this every time you want to actually access your accounts.