VPN barely works unless connected via remote connection

When I connect to teamviewer using the VPN option, if I simply select VPN and connect like that, I just get the message "Request timed out" whenever I run a ping. When I connect via a remote control session however, I can then select start VPN and I get a ping of about 5ms. The problem is, I cannot disconnect the remote control without also disconnecting the VPN as well, and what I want to do already involves screen capture, it would be best to not have teamviewer capturing the screen simultaneously.