Nope, pretty normal. You’ll find that you’ll need frontends and proxies for tons of things. For example Instagram hasn’t ever worked for me with a VPN. I no longer have an account anyway, but for the times someone sends me a link I’ve had to find sites that let you view the content without actually visiting Instagram. Same with reddit, reddit frontends are very good these days (I’d recommend any Redlib instance). Also, sometimes a specific VPN server is IP blocked and you can just connect to a different server to view a web site that blocked you initially. It is a fair amount of work, but honestly its helped me slow down my consumption of random bullshit anyway haha. I use ProtonVPN and pay for premium.
The ultimate in privacy for YouTube is Invidious https://invidious.io/, which fully proxies your videos from YouTube through an Invidious server. Every once in a while YouTube will get the upper hand and figure out how to fingerprint and block the servers, but so far the community has always figured out how to circumvent it. One advantage is that you can feasibly use a VPN with Invidious; without it, you have to keep hopping from VPN server to VPN server until you find one YouTube hasn’t already blocked, especially on a large public VPN like ProtonVPN. This applies to NewPipe as well, since NewPipe still tries to talk to YouTube directly as far as I understand. On Android I use Clipious as the app to access the Invidious servers.