Configuring iPhone client for Transparent Mode & VPN

I’ve configured my iPhone app in transparent mode to my MacBook running mitmproxy successfully.
Now, if I turn on VPN (HideMyAss) on my MacBook, no traffic gets passed to mitmproxy. Can any help getting this to work?

I’ve followed the documentation exactly below to work successfully without VPN:

System information

Mitmproxy: 4.0.3
Python: 3.6.5
OpenSSL: OpenSSL 1.0.2o 27 Mar 2018
Platform: Darwin-16.7.0-x86_64-i386-64bit