What device and firmware is this?
Things like Facebook need a number of connections and domains to work, perhaps you are missing one. Wireshark is good to access this, as it shows all traffic and connections

VPN policy will only work for local network and will not be honored by VPN clients connecting to server outside the local network.
:gl_emoji_dizzy:I do not work for and I am not directly associated with GL.iNet :gl_emoji_shacking: