Sites not accessible

When the AVG Secure VPN is connected, I cannot connect to some sites.  One of these is Walmart.com.  At Walmart I have to verify if I am a Robot or Human.  Other sites I just get a message the the site is not accessible.  If I disconnect the VPN and refresh the page, it connects.  Can I put exceptions in the VPN for sites like this?

Thank you

Hello Gary,

We'll certainly look into this & help you,
Initially, please change the location/server of your AVG Secure VPN & check if the issue persists.
Try connecting to the Optimal location or to one of the Streaming/Torrenting locations & check the status.
Keep us updated.