In concept, you're protected in general.
However, it depends on
- whether you use the VPN right.
- whether the VPN software you use is buggy or booby trapped
- how determined and smart your opponent is
- whether the VPN provider is corrupted or hacked
- whether your own computer is hacked
Some limitations:
- The local security folks can tell someone's using a VPN. They might be able to link it to you. For instance, they can record the MAC address, which is tied to your phone or computer. If you sometimes use that device without VPN, they know you're doing VPN.
In theory, that doesn't let them know what you're doing, but might raise suspicion.
- There are various tricks to get you to compromise your device, such as a company app that you run on your device to access their network. They might change your device to let them see anything you surf, even with VPN.
Probably not a big risk, but don't think "VPN, I'm invulnerable."