Yeah that’s it.
I believe your hostname has to be resolved by DNS which is outside of the VPN tunnel before the tunnel is created. You probably don’t want that.
With AirVPN I’ve setup my openvpn servers with an IP address (not a hostname) so DNS doesn’t come into it for setting up the initial connection.
I’m sorry I do not think what I have been suggesting will work in your scenario. On the other hand perhaps you ought to reconsider your VPN provider.