Mac from Shopify here! Thanks for posting this question. I’m happy to help out.
If you have not purchased a domain directly through Shopify, then it is not possible to change the IP address. For instance, if you use a third-party domain, then Shopify's fixed IP address is 220.127.116.11. However, If you buy a domain through Shopify, or transfer your domain to Shopify, then your domain can switch between any of the following IP addresses at any time:
I would also suggest reaching out to your VPN provider to see if the IP address can be whitelisted.
Let me know if you have any questions!