Settings - Network - Connections
look lower in the screen and you'll see a "local ipv4 address or interface"
Many VPNs use their own TAP Adapter and you'll just place it in there.
click the "..." to the right of "local IPv4" and mine showed up in that section. Mine is split in two one for the regular ip address and one for my VPN Client.
There is the VPN IP address, but right under that is my VPN Tap Adapter and I select that and everything works.
To test if everything works. download ONLY a package that is free like another OS or something. Start the download and then go turn off your VPN, at the bottom of your screen you should see everything drop to zero immediately. IN/OUT Downloading all "0".
My ISP doesn't use Local IPv6 yet, so I can't tell you about that setting, nor does my VPN (to my knowledge), I could be totally wrong on that part...
I also do not use PIA, I use another.. so differences may vary.