Therefore you cannot use both proxy and VPN at the same time. The reason of the slower speed of VPN is due mainly due to the encryption between the VPN client and VPN server. So you simply cannot enjoy the speed of proxy while the data encrypted by VPN.
Is a VPN the same as a proxy?
A proxy acts as a gateway it's ideal for basic functions like anonymous web browsing and managing (or circumventing) content restrictions. VPN connections encrypt and secure all of your network traffic, not just the HTTP or SOCKS calls from your browser like a proxy server.