Hi - thanks for your reply.
Generally my mobile service has been great until early this year. I had been using the VPN most of the time and no difference with or without. Over the last month or so mobile data has been slower at home and at work. When connected via VPN would sometimes be OK, other times would need to disconnect VPN and mobile data would then flow straight away.
I'm not sure if the Vodafone change is to blame for generally slower speed and also the VPN blocking. If improvements can't be made by adjusting settings then I'll move providers. I was with EE for years and they always been very fast - likely go back to them.