Sure, but using a vpn is still only 1 ip, its no different then not using a vpn and just using your local ip and no proxies at all.
If you MUST use a VPN for some other reason then scrapebox, like to be able to get past your countries firewall or school firewall etc... then sure it will work fine.
But if your intent of using the VPN is to hide your IP when using the expired domain finder, then the VPN will just slow it down. Skip the VPN and use your local ip and set the connections in the expired finder to 2 or 3.
There is no danger in using your own IP, unless you just hammer away on connections, then the end site will just block you. But your just loading a web page, same as a browser, in fact scrapebox is seen as a browser. So ultimately your doing what the server wants, looking at their website.
So use private proxies or no proxies but a VPN in and of its self is pointless and will only serve to slow down the expired finder.