As of either yesterday or maybe the day before, I’ve had issues connecting to lemmy.ml from VPN servers (Proton VPN) that are hosted in Finland. I was able to reach the website from some other countries’ servers.
I’ve been too tired to do some testing before, so I did some today. I tested a few countries that are somewhat close to me:
Work: Sweden, Estonia, Denmark, Netherlands, Germany
Don’t work: Finland, Norway, Russia
Didn’t test other countries yet, but maybe this will be enough to investigate the issue.

If that was the case, how can I open those domains and countries (I could only test one don’t-work-country) in question with Proton? Also the user says in the comments it can still ping with the terminal ping command, but the browser cannot open it.
So we can exclude Lemmy as the source of problems. Proton seems not to be the source of problems, but cannot be ruled out. It could be a library or something else that sits in between browsers and needs to be updated or like that? It’s really hard to say.