Не знаю правильно или нет но решил так.
В конфиге клиента прописал это
route-nopull
# vk.com
route 87.240.160.0 255.255.224.0
route 95.213.0.0 255.255.128.0
route 185.32.248.0 255.255.255.0
route 95.142.192.96 255.255.255.224
route 95.142.192.128 255.255.255.128
route 95.142.193.0 255.255.255.0
route 95.142.194.0 255.255.254.0
route 95.142.196.0 255.255.252.0
# mail.ru
route 94.100.176.0 255.255.248.0
route 94.100.184.0 255.255.248.0
route 128.140.168.0 255.255.252.0
route 185.5.136.0 255.255.254.0
route 195.218.168.0 255.255.255.0
route 217.69.128.0 255.255.240.0
# yandex.ru
route 5.255.255.0 255.255.255.0
route 87.250.247.0 255.255.255.0
route 213.180.192.0 255.255.224.0
route 178.154.131.0 255.255.255.0
route 87.250.251.0 255.255.255.0
route 93.158.134.0 255.255.255.0
и заработало как надо!
