KS game is not connecting through VPN

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Hey everyone, My ping is very high, :huh: :huh: and can't play the game at all, I tried to use some VPN services and it works well by changing my IP address (Singapore) but the game itself still connects through my local network, someone told me to use Avira Phantom but it does not even work, I'm using VPN unlimited and Psiphon3?
please help me!!