VPN not holding devices on XR500

“Only VPN these services” means you have you to manually add everything that you want to be VPN’d and by default, assuming you added nothing, it’s basically VPNing nothing which might also explain why the device disappears since the router thinks you’re basically not VPNing anything so there’s no need to have the device there. To solve both issues, change it to “Do not VPN these services” because this means that you have to add everything you don’t want VPN’d, and by default, if you leave it blank, it won’t not VPN anything which means it will VPN everything on the network. If you want to use “Only VPN these services”, then make sure to add at least one service right away so the router doesn’t get rid of the device.