That could be your issue, go to: settings -> connections -> select the VPN your connecting to -> VPN (openvpn) tab -> advanced -> general tab -> check use TCP connection

If the issue continues, definitely check the other advanced settings for sure. If you still have an issue I’d hit up Proton using https://protonvpn.com/support-form

Edit: Shield options are directly next to the kill switch icon under connect/disconnect as well