Oh - I see - I did not realise that the "Proxies" entry under "Allowed Categories" was attempting to block the VPNs - I assumed this was an omission. Instead it sounds like the yanid.34884.website and surf easy's VPN were just not in the list of known VPN servers.
If I had a work VPN, I could add it's address to the 'Allowed' list and it would then allow me to use the 'good' VPN.
Blocking VPN access is vital, as I just spent time searching for a way in iOS to prevent the creation of a VPN. As far as I can see there is no way to do this. I want a 'vpn' option under 'prevent changes' in settings - general - restrictions. But as this option does not exist, the need to block the vpn server at the WiFi level is necessary, which is what Koala Safe does.