It looks like the Onavo app, Protect is installed on your phone. On May 6, 2019, this app will be discontinued. Once this change takes place, phones that have Protect with the VPN turned on could experience internet connectivity issues.
It's advised that you remove the app to avoid potential connectivity problems.
Depending on the type of phone you have, there are a number of ways to uninstall. Here's one way to uninstall: