vpn - have you managed to set the firewall ?

what is the output of ifconfig ? do you have a vpn interface? (tun0?)

what is the output of route -n command??

usb modem , do you mean umts/lte stick , or old usb adsl modem?

what is the usb id of the modem ? (you can see it with the command lsusb, after install usb-utils package, or if your computer have linux directly on it with lsusb command)