InvisiblePro in F-Droid also allows you to use it in Proxy mode, so it won't take up the VPN slot, then you can use PCAP Droid or another firewall app in the VPN slot and use InvisiblePro with it's DNSCRYPT/DNS over HTTPS, TOR, and Purple I2P triple layer protection as your VPN while also having a firewall active!
I know TOR isn't exactly the same as a classical VPN, but it's the same concept. I use InvisiblePro to handle my DNSCRYPT DNS, in Proxy mode, and use ProtonVPN for my VPN, and if I want I can turn on TOR for extra protection. Though ProtonVPN also allows me to connect to "VPN over TOR" servers ..