Have no fear, Lemmy is here!.....gotta work on that. Anyways, hope I'm not too late, but I had your exact same issues and got 'em fixed in 2 minutes. Here it goes:
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The VPN thing has something to do with some weird shenanigans on Android. At least for me, whenever I connect to a VPN and turn the Android setting "Block connections without VPN" to on, any local connection won't work, even though you're not really connecting to the internet per se but just to your local hotspot or network, it just won't accept anything that isn't reporting back to your VPN provider first. And this includes any FTP connections, since as far as my understanding goes it has to be some sort of a local connection as it only works when you're connected to the same network or hotspot. So, if you want to use FTP or really connect locally to anything while not having to turn off your VPN, just switch the above setting in your Android to off and it should work.
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Setting up an FTP connection: I downloaded Amaze and tried connecting my Android with my PS Vita, but it doesn't matter what I tried it just wouldn't connect or show any files and folders. I'd recommend simply switching file manager. I used MiXplorer, then tried the same thing that I did on Amaze and it worked. Simply click on the "+" symbol on the taskbar below, then "Storage", then "FTP(S,ES)". Under URI address, input the IP of your VitaShell FTP server without the colon and the port. Under display name, put FTP PS Vita or whatever name you like. Lastly, under "port=", simply add the port number (e.g. 1337). Leave everything else as is, then press save, and it should work. MiXplorer isn't open-source like Amaze, but it's completely free, developed by trusted developers in the XDA-community, and is insanely powerful.
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Setting up an FTP connection with a hotspot (and without an internet connection): Same thing as above, the IP will probably be different than when you're connecting to your WiFi router at home since VitaShell will give you a different IP for every network. So don't use the same FTP MiXplorer profile for your home WiFi and your hotspot, or you won't be able to see any files on your PS Vita. Just press on the "+" in MiXplorer, name it "PS Vita FTP Hotspot" or whatever you like, change the IP to the one that VitaShell gives you and you're good to go :)
Hope this helps!
Edit: typo.