I have a very similar issue. My company offers two VPN servers. When I start a fresh connection to one server, speed is fine. If I spend more than about 5 minutes streaming music, the connection gets throttled down to nothing and ultimately my VPN tells me there is no internet connectivity. Connecting to the alternative VPN server gets me a fresh connection and I am once again in business, until I stream basically anything. At that point I have to do a modem reset through their site and reboot my router. At this point I've resorted to just using my Verizon hotspot.
Cox support has only ever suggested the modem and router reset. When I ask if they throttle VPN connections that show streaming activity, the question is dodged. When I ask for a tier 2, I am told it's not possible unless I subscribe to their tech support service for an additional fee.
In my opinion it is overwhelmingly likely they throttle and/or block VPN connections since they don't want anything "fishy" happening on their network. Its ridiculous with how many people are working from home.