Vpn on O2 network not working

Past week every time I turn vpn on my mobile network (O2) I can’t get access to the Internet, it’s just not working. No issue on WiFi with vpn. Only on mobile network. Does anyone has a solution?

When using cell data, you do not need a VPN as the data is already encrypted. 

You can check with O2 support to see if they block VPN's.