Installation of Add-on ----- install with VPN running or install without VPN running?
If you can, always run a vpn. But some apps and programs don’t play well so you might have to turn it off to install. Try it on and if it doesn’t work then turn it off. Welcome and I hope this helps. 
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Thank you very much.
The first thing I install and activate when setting up a new device is my NordVpn. I have never had a problem setting up Kodi with my vpn on. Maybe because I keep it simple and dont use builds, etc. I use the default kodi skin and down load individual repos and install individual addon’s.
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You will be fine I have a VPN on router 24/7 never had any problem