I use both, but I'd probably recommend Mullvad over Proton to most users. Their service a little better, there's some proxying features they offer that Proton does not, and you can sign up and pay anonymously. Proton is a good choice if you're already a Proton customer and have access to the VPN inciuded in your subscription.
Discussion
Thanky! You can pay proton in bitcoin too, or? (Can't zap you, invoice fetch gets 403 error.)
I think you can pay with Bitcoin on-chain, but not lightning. Mullvad takes Monero I believe, and you don't need to provide any information to make an account. They just give you a random account number that's not tied to any personal information.
You can also use a lightning swap to pay onchain with lightning.
That's weird you can't Zap. I just tried it and it went through fine.