Some VPN browsers have builtin security, so they don't work without VPN. Some VPN providers, eg. Surfshark, have HTTPS proxy services running on most of their servers, so you can set your browser to those and your IP would be masked even when the VPN is off. Additionally, you can set up routes in your OS before you start a VPN, so it will only allow packages to the VPN server. The VPN adds its own routing, when it's on. If it's turned off, the previous routes will prevent anything but turning it on again.
Alternatively, you can configure routes so the sites IPs will only ever be routed through the VPN, even if it's off. If it is off, it will result in a routing error and only this site can't be reached until it's on again.