The widget on the iOS client is weird. Here is what's going on: 1. Make sure the ProtonVPN is not in the "Foreground mode", use the widget to connect to a server ==> connection "gracefully failed" 2. Open ProtonVPN and then put the app into "Background mode" (the background tray). Connect to a server using the widget, it works.
So it's a bug. Go check on your widget and find out what's going on witht that "connect" action.