I've used Proton VPN for over 2 years. I also usually get captchad with some websites, the cloudflare ones just ask to click a button, the google ones are annoying, yes.
I almost never have to switch servers, only exception is YouTube (through GrayJay) but servers in Chile worked 99.9% of the time (don't know why) so I didn't have to spend too much time on that.
I don't recall having connection issues, I can even game online with this VPN
Edit: some websites blocked the VPN, I usually either gave up on them or turned off VPN if I had to use them (very few financial institutions)