What Ethiopia said. I use (free) Proton VPN and I have an account on Mega. I also have no problems downloading from Google Drive, Mega, or most other places, as long as the person sharing is smart enough to open permissions on the share.
The only place I've seen issues is on some of the shitty file-sharing sites that only download at a crawl and allows only 1 d/l every 2-3 hours unless you pay for their "premium" subscription. This is mostly because switching VPN locales and flushing cookies will instantly blow away their little time meter, and allows you to download multiple items over and over again.