When you enable Secure Folder, you essentially allow two instances on your phone. In simpler terms, this means you basically have two phones in a single phone.
This is why a VPN connection that's running outside the Secure Folder, won't run inside Secure Folder, and vice versa.
This is not a bug, as this is actually intended.
The only workaround is to install your VPN app inside the Secure Folder, and try run it manually every time you use Secure Folder.
If this answer helps you, please choose "Accept Solution" on my comment.
I also have the same problem on my new Samsung Galaxy Note 10. Install vpn inside secure folder and never able to connect. So disappointed on my Note 10, my old Note FE even better on this secure folder. And the best part is, Samsung says there is no bug!
The VPN channel in the main instance is not shared with Secure Folder (that's ok... we don't want any application eavesdropping Secure Folder!)
It's also acceptable we can't enable VPN inside Secure Folder simultaneously to the main instance... But...
We should be able to active a VPN from Secure Folder!
I tried to install a commercial product (Norton 360 Deluxe, which includes the VPN module) in both instances (2 licenses consumed!) ... But it didn't work!
I reached Norton support and they've reported Knox (Secure Folder framework) does not allow Third Party application accessing some levels of Knox.
It's curious because Norton 360 runs the antivirus module smoothly inside Secure Folder!
My best guess is to enable a VPN, the application would require a "root" privilege... In my humble analysis, Samsung engineers failed to design Knox network architecture... or maybe they missed to include the Accessibility "trick" in Knox framework. They probably missed or ignored the users would wish to use some applications running from Secure Folder behind a VPN.
Well... unless some Knox product manager see this message and understand our needs, I'm afraid we won't have a solution too soon.
