VPNs can be used to add an extra layer of security to your phone but they can cause trouble with the Wyze app under certain conditions. There are a few different forms that this can take but usually it results in latency.
If you decide to use a VPN with your phone and notice that the Wyze app is either struggling to load a live stream or even preventing you from logging in, try switching your VPN's server to one closer to your geographic location. For example, if you're in the United States, choosing a Canadian or US-based VPN server for your connection is likely to improve your experience while using the Wyze app.