NetGuard has the same inherent flaw that Android forces onto a solution. From their own FAQ:

(2) Can I use another VPN application while using NetGuard

If the VPN application is using the VPN service, then no, because NetGuard needs to use this service. Android allows only one application at a time to use this service.

* My understanding this that OS layer has the ability to circumvent Firewall that uses the VPN work-around.