I also have Rethink as a permenant VPN. I set KDE Connect to 'excluded' and it works for me.
KDE
KDE is an international technology team creating user-friendly free and open source software for desktop and portable computing. KDE’s software runs on GNU/Linux, BSD and other operating systems, including Windows.
Plasma 6 Bugs
If you encounter a bug, proceed to https://bugs.kde.org, check whether it has been reported.
If it hasn't, report it yourself.
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Developers do not look for reports on social media, so they will not see it and all it does is clutter up the feed.
if you use Android's built-in setting to set up DNS instead of using an app that uses the VPN slot, you might have more success.
also, you might want toggling "block connections without VPN" off in system settings, I had to disable it when using KDE Connect with Mullvad.
Right, the Mullvad app now has a warning that Android's "block connections without VPN" disables both split tunneling and local network discovery. So it must be off when using KDE connect.