Automatic connection methods
The Android client and backend support multiple connection families, including IKEv2 and modern proxy transports. Candidates are supplied by the server and differ by node and version; there is no promise that every location supports every transport.
A connected state still needs a working network
Connection initialization and usable internet access are separate. If pages do not load, check Wi-Fi sign-in, try another location and compare Wi-Fi with mobile data. Do not change advanced settings without a reason.