It can’t be used with ProtonVPN (I assume) but I use NoRoot Firewall for exactly this purpose. It works by setting up a VPN and letting you enable / disable network access for each app, including system apps. It can also block on just WiFi or just cell data or both or neither. It blocks all apps by default until you configure their access. You can also setup more advanced rules for all apps or just some apps. For instance, you can set it where an app can contact AppCompany.com but not Google.com