Advice Request Using a VPN in Windows Sandbox doesn't work...

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Kongo

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Hey peeps!
I am currently trying to get my VPN working while using the Windows Sandbox. Whenever I connect to my VPN on my host, I lose connection to the internet on my VM. So far I've tried Surfshark and AdGuard but none of them works. AdGuard doesn't change the IP in my VM and Surfshark prevents my VM from accessing the internet. If there is anyone who is using Windows Sandbox regularly and has an idea what to do, please let me know. And please don't mention alternatives like VMware or VirtualBox. I just want to know if I am doing anything wrong or if thats a problem with the Windows Sandbox itself.
Thanks in advance guys! :)