Does anyone know why this only happens with TVDB?
That really depends on your VPN end point. For example, if it was a VPN to your place of work, then your employer may block certain network traffic, perhaps to specific locations, URLs, packet types, etc.
If it is a commercial VPN used for getting around Geo Blocking or just hiding who you are, maybe the end point you have chosen is blocked by TVDB. You would have to ask them, or find the information on their site. For example, they may block traffic from Russia, or other geographic locations. Sometimes certain VPN end points or their IP Address ranges get blocked because of malicious traffic. Or maybe they just block traffic if they detect a VPN in use, although I would doubt that.
If you can, try using the VPN with a different end point and see if TVDB works then.
