Hi!
Sorry it took me a few days to reply. I tested whether VPN and work profiles would work at all. I have to say I am impressed how well it worked.
Using shelter and OpenVPN for Android (with different configs and different exit point IPs) as well as browsers in both ordinary profile as work profile I did the following:
- Clone browser and openvpn to work profile
- import openvpn config #1 into work profile
- allow openvpn and browser in AFWall+ (for work profile)
- VPN #2 in ordinary profile and no VPN in work profile worked for me
- home IP (non-VPNed) in work profile browser
- VPN IP #2 in ordinary browser
- VPN #1 in work profile and no VPN in ordinary profile
- VPN IP #1 and access to internet in work profile
- home IP in ordinary apps
- messages that says that VPN is activated in work profile, when I pull down status bar
- VPN #1 in work profile and VPN #2 in ordinary profile
- IPs as expected
- Message “Device connected to VPNs”
So I guess you might not have added the VPN app to shelter.
Again, I am impressed and quite happy I tried this 
P.S.: I have got a fairly recent LOS 16…