The Nostr protocol is composed of relays that can comply with certain features or not.

You can’t guarantee that even if you “force” my relay to delete my content that I am not storing a backup.

Guarantee none of the centralized services are actually deleting your data fully either.

You really have to assume that whatever you put out there is going to be somewhere.

As for VPNs and work apps, some VPNs have a split tunnel or exception feature that allows certain network traffic to not go over VPN. protonVPN has this (I think just PC version, will have to check).