It seems that ProtonVPN GUI doesn't support working as nested VPN. That's what their support told me. Luckily, they offer OpenVPN configuration files for their servers. Setting up nested VPN is as easy as 1-2-3 (I used OpenVPN client for both and OpenVPN UDP mode - I think TCP will fail on step 3 as the existing connection will be destroyed):
- Connect to the working VPN.
- Connect to ProtonVPN (this step fails without existing VPN connection).
- Disconnect from the outer VPN we connected to on step 1.
I assume that currently the encryption keys exchange with ProtonVPN servers is blocked, that's why the native client can't connect. But once this step is passed through another VPN, the connection will work afterwards.
Why would you need ProtonVPN if you have another VPN that works? Well, it offers a wide choice of exit countries, which could be useful for you.
NB: I had to add
disable-dco to ProtonVPN configuration files, otherwise it tried to use OpenVPN Data Channel Offload network adapter which was already busy with the first VPN. With that line, it uses OpenVPN-TAP Windows6 network adapter instead. I think it's possible to create more data channel offload network adapters but haven't gone down that route myself.