I don’t use windows and I’m talking about Proton VPN on my phone as I mentioned in my first post.
It’s more an info than a warning and it says that it wouldn’t work with apps that are excluded from the vpn, not the ones that are included.
Solution
Oh wait, AppLounge was not included in the apps list in split tunnelling! I added it and it’s now working with both the kill switch and split tunnelling enabled.
By default, all the apps are excluded (question being “are they protected anyway?” ). You’ll need to add each application you want to be protected by the vpn to the “included” list.
You can add system apps to that list. I added “Tethered” because my computer is tethered to my phone in order to access the internet*.
*About that, adding Tethered to the included list does the job but you’ll need to deselect “Authorise clients to use VPNs” in “Access point and internet sharing”. I’d really like to know more about how my computer is protected through my phone’s connection or if I need to install Proton VPN in my computer.
I ended up deactivating both the kill switch and split tunneling because either one of them or both prevented me from receiving notifications from any app (the notifications popped up when I opened the app which made them quite useless).
Now I use Proton VPN as it comes and notifications are back.
I have no idea if this comes from Proton VPN or e/os or both.
I’m open to suggestions.