I don't use VPN much anymore, but I suspect what you're talking about is having control over your routes.
Internet traffic is a packet "store and forward" system where each node really only has to know how to get packets to the next hop on the journey to the packet's eventual destination.
Most end-users of the Internet have all of their traffic go to a single destination .. their "default route." This is normally a router run by your ISP. Then that router forwards the traffic onward ... hopefully to a node that is one hop closer to the correct destination. The nodes in the "middle" of the internet do a lot of work to update their routing tables so they know how to properly forward traffic, but most user's are blissfully unaware of the details and can just send everything to their ISP.
But ... when using VPN, all your Internet traffic is bundled up and directed to the VPN server, where it then is unwrapped and sent on to the intended destination.
What you could do (with work) is to change your local routing table so that traffic to "some sites" goes out normally (i.e. not using your VPN service), and traffic to "other sites" goes out to your VPN.
This is really independent of the VPN service. It's a function of how the IP layer (of your computer) determines how to send packets out of your machine.
And you can control this by customizing the routing table entries in your OS ... by adding entries for the sites you care about ... to make sure packets for them go to either your ISP (normally) or through your VPN.
And of course this can get pretty complicated very quickly. I don't know if any VPN software tries to make this easy for people (nor have I been looking... so it might exist). If you're still interested ... and the idea of manipulating your routing table doesn't scare you off ... let me know (with email) and I can try and explain more about just what is involved.
But ... I suspect a better solution would be to have a second device (and older mac, or an iPad, iPhone, whatever) and use one computer with VPN all the time, and the other one without VPN.
Good luck