There can be several reasons for this issue and I probably need to know more about your setup before I can pin point the problem.
1 check:
Disconnect from the VPN, and open a command prompt (Windows+R then write cmd and press enter)
Use either telnet or putty ( https://www.putty.org/ ) and connect to 127.0.0.1 port 7687:
telnet 127.0.0.1 7687
See if you a response like this:
GET / HTTP/1.0
2 check:
Go to you proxy settings and see if you have a proxy enabled:
Firefox: Preferences/Options > Advanced > Network > Settings
IE: Tools > Options > Connections > Lan Settings
Suggest to turn off your proxy and do the check in check 1 again.
3 check:
Connect to your VPN and do the check 1 part once again
Check for error messages (that you probably would get) and then write in the command prompt:
route print
It should show a line like this:
127.0.0.0 255.0.0.0 On-link 127.0.0.1 xxx
127.0.0.1 255.255.255.255 On-link 127.0.0.1 xxx
127.255.255.255 255.255.255.255 On-link 127.0.0.1 xxx
This ensure that you still have your loop back up and running (probably is ok).
4 check:
Turn off your local firewall with VPN connected (if allowed) and try the check 1 again.
Some firewall rules change connections to "localhost" while connected to a VPN, since the new connection is "corporate" or "public".
If that worked, you need to create a rule in your firewall to allow connection to port 7687 for all addresses, this will fix your problem.
5 check:
Check your neo4j community server to listen to "127.0.0.1" and not "0.0.0.0"
Check your ports open by using netstat
netstat -a -o
It should state something like this
Proto Local Address Foreign Address State PID
TCP 0.0.0.0:7687 machinename:0 LISTENING xxxx
or
TCP 127.0.0.1:7687 machinename:0 LISTENING xxxx
If the server is like the first line, it might be handled by a corporate firewall, but by using the 127.0.0.1 as address it should always be local.
Hopefully that will get you on the way :)