I was using proton vpn and it was working well I tried to upgrade my Zorin OS to 17.1 education but it failed it took more than 3 hours then I canceled it I killed it from the "System Monitor"
since that time proton not connecting stuck with connecting to
then I thought about OPENVPN to solve this.
I created account and tried to install
E: Could not open lock file /var/lib/dpkg/lock-frontend - open (13: Permission denied)
E: Unable to acquire the dpkg frontend lock (/var/lib/dpkg/lock-frontend), are you root?
also I creayted this point and always when I'm trying to connect it's loading then not connecting
That error message means that there's another process using the dpkg which is the package management tool used for updates and such. Did you have your Software Store, or some other process, checking for updates or similar?
Actually, scratch that. You forgot to use sudo on the second command:
VPNs can be a pain to work with sometimes. The clients like to take over certain configuration files, and when something goes wrong they can leave them in a bad state which makes things difficult troubleshoot, and recover from it.
So, I've looked a bit more into this and I wonder which instructions did you follow to install the VPN? I would suggest following the instructions from Proton, or whatever other provider you intend to use, just to be on the safe side.
And I would also consider completely uninstalling everything so that you can start from scratch. It's possible that some configuration file was left behind and is now poking the network settings, without noone noticing.
I'm asking because the first screenshot in your opening post looks different from the documentation that I linked above, and I also couldn't find anything regarding "access server" in there.
Try to uninstall everything from openvpn, protonvpn, etc., and try again from scratch. The tricky part is that it's sometimes difficult to find all traces to remove to do this successfully... that's what I mean when I say that working with VPNs can be an absolute pain. Normally, providers have good documentation on how to do this step by step though, so make sure to search for that.