Tanix TX3 pro, i dont use vpn though but i'm sure that wifi doesn't drop since all my files are on the network.
Found out how to fix.
I just disabled dhcp from my Wi-Fi settings, and set to manual (with fixed IP)
Than in DNS, I added 8.8.8.8 and 8.8.4.4 (google's) and now it seems to work!
Dunno why, but reading online I found this fix for another similar problem and just tried.