The UK TV apps... BBC iPlayer, All4, etc have all been updated to deal with latest iOS updates, so you need to download the latest version from the UK app store.
I read somewhere that for All4 to play live programmes you need to change the time zone, maybe region too, on the divice to UK time.
FilmOn does not give catch-up, as they 'capture from air', but if you use their subscription service, you get HD and can record programmes on their servers to play later.
You lose bandwidth with VPN, so depending on your DSL service, this may be the cause of your loss of streaming if the streamer is sending an HD programme. You may be better off with a geoblocker, like Unlocator, where there is no loss of bandwidth, but it only hides your location for TV services and is not secure for emails or other web browsing if you want that.
The various providers of streaming content, like Netflix and some TV companies have started a deliberate campaign to prevent consumers accessing outside of territory via VPN and geoblockers, because of copyright issues.
There is going to be disruption for a while ahead until either they are victorious or find it impossible to outsmart the VPN and geoblocker companies and give up.
If you are normally resident in the UK/have UK address, you could try Now TV with geoblocker service. I don't have one but a friend tells me this works OK.