VPN and Tethering not working on rooted device, will custom ROM fix that? topic

I came from a GS4 where I used Private Internet Access VPN and WiFi Tether Router. On the Note both services connect but do not route any traffic, my thinking its related to knox. Would a custom ROM fix that? At this point I have to either trip the counter or take this thing back for an iPhone 5S before the jailbreak is patched.