Before Sequoia when using OpenDNS for VPN, could be on VPN and iMessage and other apps still work, but since Sequoia, when on VPN iMessage (text messages) etc n

Before Sequoia when using OpenDNS for VPN, could be on VPN and iMessage and other apps still work, but since Sequoia, when on VPN iMessage (text messages) etc no longer work. Once I disconnect to VPN all goes through. Is this related at all? Do have macOS firewall enabled. But not block all incoming connections.