It happens that an app stops working on a VPN due to excessively corrupted caches stored in the app. In some cases, an app can also slow down and not perform as well as you expect due to a cache that has become too large. In both of these cases, the solution is to clear the cache.
Once done, the next time you use the app while connected to the VPN, it will download everything it needs from the internet like it did the first time you used it. However, this time, all caches will be new and geo-spoofed. It is important to note that clearing cached data does not clear other data like logins.
Please follow these steps
1- Press the Home button to return to the Amazon Fire TV home menu.
2- Navigate to the Settings menu. 
3- Select the Applications menu. 
4- Select Manage Installed Applications. 
5- Select an app to clear its cache. 
6- Select Force stop to terminate the app from running in the background. 
7- Select Clear cache. 
Note: If your app still doesn't work correctly, repeat this process and select Clear data to clear all application data.
It is important to mention that clearing data will clear all saved information such as logins and favorites, and cached data. 