If this isn't a Mozilla VPN then you need to contact your VPN provider about this issue.

If this is with Mozilla VPN https://www.mozilla.org/products/vpn/ then you can contact support by way of https://support.mozilla.org/en-US/questions/new/firefox-private-network-vpn/form

If this is another VPN software then you need to contact their support.

I assume this problem is with specific sites. Those sites may have set a cookie or local storage item with your language preference. But you also can check Firefox's language setting. Here's how:

Clear Site Cookies

When you are on a site with this problem:

• Save any pending work first
• Click the lock icon at the left end of the address bar. After a moment, a "Clear Cookies and Site Data" button should appear at the bottom. Go ahead and click that. Firefox will ask you to confirm; go ahead and confirm.
• Open the site again in a new tab

Any improvement?

Update Language Preferences

Firefox sends a list of preferred languages with each request. This probably hasn't changed but just in case, see the following article -- "Set an order of preference for languages" section: Use Firefox in another language.

Any improvement?