VPN not shared between MacOS and Windows?

I installed Parallels a few days ago and for the most part it's worked fantastically. However, if I switch to Windows from the MacOS and while my VPN is active, Windows acts like it doesn't have any internet access. Disabling the VPN fixes the issue.
I can't find a way to make it work. I live and work in China so I occasionally need a VPN to access sites that are blocked or block connections from the mainland.
For reference, I'm using the latest version of LetsVPN and MacOS, and Windows 11 Pro in Parallels. Does anyone have any suggestions?

 

I'm having exactly the same issue. Also living in China, the internet doesn't work when either Astrill or Shadowrocket VPN's are enabled.

Seems like a specific problem to China due to the great wall. Any resolutions?

Selecting the 'shared internet' option on Windows doesn't solve it.