I have noticed a similar icon issue, where instead of the question mark the lock to show a secure/VPN network just does not appear sometimes. I check and see that apparently I am connected to the VPN, but for my own peace of mind I end up reconnecting over and over again, sometimes switching servers up, just to make the icon appear correctly.
It’s just a general rule of thumb: privacy and security companies can work well against outside attacks but can only do so much against a government/court order, so don’t expect any of them, not even Mullvad, to go to jail for you. Encryption, anonymization and no logging are the most anyone can expect/hope for from a company, which still puts companies like Proton or even Tutanota leagues ahead of the spyware that is Gmail, Yahoo or Microsoft when it comes to email. The end user needs to do the rest themselves.
If you have the required package management software installed (apt for Debian/Ubuntu-based distros, for example) it works for any distro based on that software as far as I’ve tried. The Ubuntu version should work on Mint. That said, I haven’t tried it too many times that way, so that’s no absolute guarantee. It would be great to get a flatpak version so that it could be easily installed on most distros.
You’re essentially limited to the browser for Calendar or Drive (but Windows/Mac are also limited to browser for Calendar), but everything else at least functions using their associated apps or extensions. VPN doesn’t have all the features of the Windows or Mac versions yet but Proton is working on that. It’s recommended to use the CLI for VPN instead of the app since the current app’s functionality will limit you even more. They have a new app in beta, though.
The newest updates for LibreWolf just implemented stricter/more secure DNS settings by default. You may want to check those to see if that’s the issue.