Cannot connect with imported VPN configurations anymore, despite having no issues last version

Are you talking about last Qubes OS version?
It worked for you in Qubes OS 4.1 but doesn’t work in Qubes OS 4.2?
If yes then it’s most probably the firewall issue:

If you have any firewall rules in your VPN config file then you’ll need to convert them from iptables to nftables.
You can see some examples of such conversion here: