Used VPNetMon for Windows?
Developer’s Description
When your VPN connection is terminated every program at your computer is running unsecured with your normal IP address unless you are reconnected to your VPN service again. But sometimes the VPN service isn't able to reconnect and applications might run for hours without VPN security. VPNetMon monitors your VPN connection and simply closes the application of your choice when the VPN connection is down. If closing the application is not possible it will kill the application process the hard way.
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