How did you try to connect (app or thru Android settings?) and which service? I haven't tried on mine cuz don't have need of such. Probably the issue is app incompatibility in which case, try another service. Or could be that the firmware doesn't support VPNs.. Especially on the latest firmware.

Hmm, probably disabled or crippled.. you could try another paid VPN service. Personally, I don't use this STB for Kodi and even on the device where I do use Kodi, my needs do not require a VPN. So unfortunately, I can't tell which exact VPN service works on the STB.
See my previous post on this page..