Possible alternatives:

Ask F-Secure support if they have streaming-optimized servers (some VPNs like ExpressVPN, NordVPN, ProtonVPN provide this).
Use another VPN service that is confirmed to work with RTS Play and M6+.
Try using a browser (Chrome/Firefox) in incognito mode with the VPN; apps often block more aggressively than browsers.
Disable location services (GPS on mobile devices) so they don’t reveal your real location.
In practice, the problem is not with the user’s settings but that F-Secure VPN does not have working Swiss/French IP addresses for these services.