Yeah, i got your same problem.
italian account but living in china, if no VPN only exit button, if chinese VPN also only exit button, i just tried to use astrill in stelath mode and it made me connect, but the lag is terrible, impossible to play. Which VPN are you using to make it work?
I already bought the game so i hope they will fix this problem, but i also know that china banned diablo in the past…hope this wont happen again, actually i saw chinese people streaming diablo 4 gameplay on wechat channels…we should find a way to ask them too…
also using astrill but connect to taiwan. the ping is acceptable it that way.
biggest issue using vpn is that i cannot use exitlag like i do in wow. if they do it like d3 they might have asian servers, then the lag wont be so bad.
but i am very cautious because lost ark had no lock, then region lock, then block vpns. so be careful investing anything but time into the game