Easy Country blocker app does not bypass by using VPN. If you enable the setting to block VPN then the user can not access the store anymore but if you blocked the country and allow the VPN users to visit the website then VPN users can access the store.
A VPN encrypts a user’s internet traffic and routes it through a server located in a different country, effectively masking the user’s true location and making it appear as if they are accessing the internet from the VPN server’s location.
This means that if a user is blocked from accessing a website or online store based on their geographic location, they could potentially use a VPN to access the store. So for that issue users can block the VPN and users can’t access the store anymore.
Install the app from here.
Shopify: https://apps.shopify.com/country-blocker-1
Bigcommerce: https://www.bigcommerce.com/apps/easy-country-blocker/