How can a VPN app work alongside other security apps that also use VPN?

When my VPN is turned off, it seems to disconnect all other VPN-based apps, which means I lose access to paid services like Whoscall and Microsoft Defender. This leaves me unprotected even though I am subscribed to them.
Is there a way to make Microsoft Defender (and similar apps that use their own VPN for protection) run alongside my main VPN app without conflicts?