check point – Allow external Internet connection when also connected on VPN

A properly configured VPN should be working exactly like your system is functioning.

What you’re asking for is a split connection. Yes it is possible, but doing so is considered to be a security threat.

Fundamentally you need a second layer 2 (ethernet) port. This can be done with either a real physical second connection, or a virtual second port on one physical device.

I encourage you to carefully consider your reasons.