Disconnect if VPN fails for privacy

For the next few months, I’m going be working in a rather unpleasant country that blocks a bunch of Western sites. I’ve been here a week and have been using a VPN without any problems to get around it. But I’m really nervous about the VPN connection failing and my traffic getting rerouted on the local connection. My understanding is that they log all this stuff and I do not want to create any problems for my employer. Is there any way to change my settings so that, if the VPN connection is unavailable, my computer will NOT try to route traffic over its local internet connection but will act as if the internet is dead?

TYIA