Foreign VPNs generally work fine - especially if you use the direct IP address as opposed to the DNS name (eg vpn.com).
China's DNS is used to control and occasionally re-route outbound and inbound traffic. China's DNS services - frequently overloaded - as most of these systems were designed by westerners for westerners with western type traffic. China's net traffic is 5-10x more intense, conservatively guessing.
Next time your VPN refuses to connect - try connecting using the direct IP address (192.xxx.xxx.xxx) - if your service provider allows that kind of connection.