The problem with Proton turned out to be very funny. Only their official client for Android does not work. At the same time, Wireguard and OpenVPN clients for Android work perfectly with Proton VPN. Either developers of Proton VPN for Android broke something (but it's hard for me to believe it), or authorities blocked the way Proton's Android client connects to VPN. What prevented them from simply blocking Wireguard is a complete mystery to me.