Sorry to hear you're having trouble.
I'm afraid that no one here would be able to give a yes or no as to the use of VPN's for your console. However, I would like to mention that Xbox does recommend against using one. You can read more about what you are and are not allowed to do on Live as well as possible reasons for suspensions via https://enforcement.xbox.com
That being said, if you need to use a hotspot from your phone or other device then that would be allowed.