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Sorry I couldn't help you @Alice93 and maybe you are right about your VPN affecting some of the game features.
I wonder if @Sukanta_Biswas or @Crazy Cat Lad know anything that might help you.
Since you are playing the game with Apple ID, you need to change the avatar of iCloud to change the game avatar. If you only have a Kingdom account loged in, you will get the camera logo for changing avatar from the app.