It could be the ITP blocking or your DNS setup. If I had to guess it'd be the AWS setup you have as that is not seen as a client IP for a home network.
The interstitial page you're seeing attempts to validate IP location, HTTP headers, and the query string at the very least. So the fact that your requests look like they are coming directly from an AWS IP would, based on my gut feeling having troubleshot tons of these issues at CF, cause this issue.
If you're ever curious you might want to try and hit a site you know serves you these pages regularly without the VPN setup just to isolate the problem.
The interstitial page you're seeing attempts to validate IP location, HTTP headers, and the query string at the very least. So the fact that your requests look like they are coming directly from an AWS IP would, based on my gut feeling having troubleshot tons of these issues at CF, cause this issue.
If you're ever curious you might want to try and hit a site you know serves you these pages regularly without the VPN setup just to isolate the problem.