Nostalrius Begins - Quality wow vanilla realm (1.12)

If I try to log in without a vpn it gets stuck at "Connecting" for a few minutes and then says "Disconnected from server"
When I log in with an vpn everything works fine.

EDIT: Actually when I change to vpn and try to log in, on the first try I get immediately disconnected and on the second try I cann immediately log in. All of this is weird though.

Could be a number of reasons. Could be your ISP or any of the subsequent ISPs that route traffic from your location all the way to Nostalrius's servers. If any of them have a problem for whatever reason, you won't be able to connect, but the VPN might since it changes the location your connecting from.