Cannot connect to the server when in proxy connection

[anak teteng]

Guys help me, my source of internet is via smartphone. I use VPN app in my smartphone to be able to access internet. To play with Tencent gaming buddy, i use tether connection (wifi hotspot) from my smartphone to my PC using hotshare feature of http injector app. In normal browsing in tencent gaming buddy, i can access internet. But during pubg mobile, i cant able to access pubg server.. Please help..