A new version of Freedome arrived yesterday, but did not help in this.
Today I had a discussion with Apple support regarding another matter and I told about this problem as well. They invited F-secure tech to contact Apple tech Great customer service.
I don't use Freedome on Mac any longer, switched to TorGuard because of better privacy, speed and protocol options, but the issue is the same.
Maybe Mojave will fix this… I don't run the beta, so I can't comment.
This issue will be fixed in the Mojave (10.14) version. While Freedome is turned on, iCloud Photos will be able to sync.