When you think your country or region has any obstacles to VPN, you can always set this protocol to OpenVPN and enable the interference option. From the most efficient to avoiding the firewall/blocking:

When your country or region does not block VPN and the connection is unstable, or there are any problems, please set the protocol to OpenVPNTCP. When unable to connect, try the remaining protocols.

VPN connections can be blocked by a restrictive government. There are problems with the network conditions in some places, making some protocols and configurations almost necessary.