[Am I infected?]

Buddy in the settings first check the reports and go to intrusion prevention, there you will get a range of information about a possible blockade. My bet in this case is that everything is caused by your use of SWH.

[My child uses the internet but there is no report]

Are you sure the children did not send anything? Does the problem persist? In my opinion, you have deactivated this option, or there is a more serious problem that cannot be assessed from this perspective. I recommend that you check your settings carefully, maybe that will help at least a little?

[Is this for IT professionals only?]

I have a completely different opinion on the subject, Kaspersky is very user-friendly even for someone who has not had any previous experience with it. I say this as someone who has used others where doing individual tasks automatically was quite a problem. 

[Kaspersky Free 21.14.5.462 - Blocks internet access for browsers routed through Proton VPN tunnel]

Try installing an older version of the software, it helped me. And as for this problem, I think it relates directly to the VPN provider, although I'm not entirely sure. I do know that installing an older version and upgrading to a newer one, gets around this situation.