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Interesting. I'm using ExVPN on my Mac and I've changed locations a few times to see if changing the DNS would fix my Messages and Reminders issues. Even turning the VPN off and using Google's DNS didn't fix the issues I'm facing.
Not sure if you get notified from my other comment in this thread, but this didn’t work for me either, however turning off all the sliders in proxies did! Updated Reddit thread I made here for more info — Proxies Solution Thread

Let me know if it works for you!
 
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