I used a PIA for my VPN and I will have the same issues as you
@Hermitkrab. I looked it up on their support page and some security podcasts I listen to talk about this issue. And I believe the problem is what you said about not knowing the VPN IP addresses and location. And there really any way around it other than letting your VPN know what sites you have issues with and they'll work with the sites and you letting the sites know.
But yeah I'll run into verification pages when my VPN is on. Some of my financial websites used to not like my VPN and I'd get a "the site is down for maintenance" message but when I turned my VPN off the site would load fine. I'll experience the same issues on my cellphone too. However on my computer...