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Even if I have a VPN configured to auto-connect in Linux, there is a brief moment where it is connected to the Internet, but not utilizing the VPN. Doesn't this provide a vulnerability? How can I protect myself?

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    What vulnerability ? and protect yourself from what exactly ? – amrx Aug 19 '16 at 10:32
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    Configure iptables rules that only allow traffic through the VPN tunnel interface. – multithr3at3d Aug 19 '16 at 21:48
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Depending on your vpn software that's normal behaviour.

Configure a firewall that only allows connections to your vpn provider over the public network and force everything else to go over the vpn.

For instance:

iptables -P OUTPUT REJECT
iptables -A OUTPUT -d <VPN_SERVER> -j ACCEPT
iptables -A OUTPUT -s <VPN_ADDRESS> -d <VPN_NET> -j ACCEPT

Where VPN_SERVER is your VPN provider's public address, VPN_ADDRESS is your address on the tunnel interface and VPN_NET is the VPN network in CIDR notation.

You can also do this with routes instead. When you setup your internet interface, instead of loading a default gateway you load a static route to your vpn server. No host other than your local neighbors and your vpn server will be reachable until you get a default route from the vpn provider (through the vpn).

Both approaches get the job done, but the firewall approach includes an insurance policy for free.

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