buzzlightyear Agree with @gfb817. This sounds like VPN always on and/or block connections without VPN. Check those toggles in system settings.
Also, try using the default graphene dns. Testing and reverting back to default settings, or at the very least turning off/on your settings, will give you more info.
I tested with always on, block without, and neither with ProtonVPN and the Wireguard app with no issues.