My money is on this one.
Maybe take a look at the network interfaces listed in the Network section of System Settings while connected to the display. Make sure that your WiFi (or whichever interface you want to use) is highest in the list.
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I am leaning more towards a bug or misconfigured feature of either USB-C or Thunderbolt.
However, there is of course the possibility that the monitor has its own IP address for some technical reason, and that the VPN and monitor are both using the same IP range. Theoretically, the default route could be overwritten to point towards the monitor instead of the running VPNs outbound tunnel… but I feel this is far fetched. Then again, it does run iOS or some close variation thereof, so I guess there are plenty of opportunity for errors in such a complex system.
So I finally tried Surfshark
and it works with the Studio Display! So it’s some weird issue with ExpressVPN. If they can’t figure it out, I guess I’ll have to switch.
Hi @jcarucci,
I’m the ExpressVPN engineer working on fixing this after our Support Team informed me of issue.
My investigation so far: the Apple Studio Display is special in that it runs a version of iOS inside. That iOS instance communicates with your Macbook Pro over some sort of internal Ethernet interface via Thunderbolt.
Our ExpressVPN Mac app currently does not reliably understand that this internal Ethernet interface is not a regular interface that has Internet access. It causes the app to fail to route your DNS requests to ExpressVPN’s DNS servers. Since our Mac app is designed to be fail-safe, it will automatically block DNS resolution to prevent your DNS requests from leaking to third parties.
That causes your setup to fail to browse the Internet once you’re connected to ExpressVPN.
We’re working on ordering a Studio Display so I can debug this issue myself and come up with a fix in a future verison of the ExpressVPN app. I’ll be honest: it’s not be easy to get ahold of these new Studio Displays! They take a while to ship after an order has been placed.
I’m sorry for the inconvenience this issue has caused you. I hope you can be patient with me as I work to fix this.
Cheers,
Andre
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Thanks Andre, nice to see that ExpressVPN engineers read this forum!
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BTW, Apple has this new developer center now, so maybe you can get in touch with them and they’d let you use a Studio Display on their campus:
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@andre.l @jcarucci
ACautionaryTale got it, here’s the temporary fix. Open System Preferences > Network.
Click the circle with the three dots and select “Set Service Order”:
Drag and drop whatever your primary adapter is to the top, this is what Express VPN tries to connect on. In my case, I’m using WiFi
Click OK, then Apply in the main network settings window. Sorry, I would include more screenshots, but I just registered.
The Studio Display creates a peer-to-peer connection with your Mac so that it can download software updates (because of course it can). That connection usually appears first in the network tab, and is what Express VPN establishes a VPN on. Since you can’t select the adapter in Express VPN, moving WiFi to the top of the list fixes the issue.
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This fixed it! How did you figure it out?
Oddly I don’t see the studio display as a network device.
That “feature” was a surprise to everyone.
@jcarucci
@ACautionaryTale mentioned it higher up the thread, but when I connected to expressvpn I noticed the DNS settings on the Studio Display connection were being changed. So expressvpn was clearly trying to establish a connection on that.
The idea that it would simply establish a connection on the first network interface was just a guess. To change the order I just clicked around a bit.
I’ll note, you can also just hit the minus button and remove the studio display connection entirely. It should reconnect if you unplug it and plug it back in, but without the connection the display can’t download firmware updates.
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Good detective work and you figured it out before the ExpressVPN engineer. I will email them your fix so they can help out others with this same weird problem. Thanks Again @uberlemur !
BTW, crowd sourcing really works! Thanks to @MacSparky and @ismh for setting up and keeping this forum going.
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Wow. I can’t thank you guys enough for coming in up with this solution! I have spent over 6 hours with Expressvpn support trying to resolve why my Mac Studio Ultra with the Studio Display would not allow any internet connections when connected using any ExpressVPN’s protocols except IKEv2. This was a real challenge for them and you figured it out brilliantly! I just readjusted my wifi to the top of the list and my internet connection started working perfectly. So happy now!! 
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I have the same issue! My 16 MBP M1 Max when connected to Studio Display ExpressVPN wouldn’t work! i chatted with EVPN Support & Apple no resolution so far.
How does Serfshark compare to ExpressVPN?
This comment up above should fix the problem: ExpressVPN Not Working with Apple Studio Display - #18 by uberlemur
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Thanks its a strange fix but it worked!
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I tried this and it worked. Thanks. Express VPN works perfect now on my Studio Monitor.
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