I use (and really like!) Mullvad, but have never tried the app, preferring to use my existing OpenVPN clients with the profiles Mullvad provides. This isn't because I have any reason to mistrust their app, but just because if I've already got a perfectly serviceable client on my device, why add another binary to do the same thing? But I would be interested to hear, from folks who have used the app, what you like and…
I wanted to have a VPN up 24/7 but certain sites apps don't really like VPNs. I basically have steam and privoxy set as my split tunneling apps. Steam because it seems their website's CDN breaks half the time and privoxy so I can access specific websites without a VPN.
For privoxy to work properly I use a browser extension called SmartProxy[1] which lets me setup a proxy and then I can quickly add/delete sites from using that proxy, I just add 127.0.0.1:8118 and I can basically have any site either use the VPN (default) or whitelist it so it goes through my home connection.
[1] https://chrome.google.com/webstore/detail/smartproxy/jogcnpl...