Need to turn off Data at night for kids phones

i think it might have to go with the VPN.. not sure maybe turn on the VPN  as your phone may be doing opposite of what you want.  I had this similar issue and i think i deleted the vpn and reset my network connections but I'm not sure reach out to the vpn maybe.  also apps on phones have a lot of permissions such as staying connected and whatever they say in their clauses;! hope you get it fixed.