I swapped to TalkTalk recently and have the same problem. All but the most obscure VPN sites are blocked. My guess is because using them is aginst TOS?

Have you checked that you've turned off any "parental controls". I believe by default, new connections come with a "family friendly" filter. And that includes VPN services, since (presumably by their logic) VPNs are the first thing a kid will download to get around this filter...