Desktop VPN updates and bug fixes (uplift to 1.45.x)

[bsclifton]

Almost everything here is merged to 1.46.x already
The only ones that aren't in 1.46.x are #15502 and #15560 which are uplifted in #15580

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Uplift of #15453
Uplift of #15435
Uplift of #15463
Uplift of #15506
Uplift of #15502
Uplift of #15560
Fixes brave/brave-browser#24331
Fixes brave/brave-browser#25793
Fixes brave/brave-browser#22972
Fixes brave/brave-browser#25773
Fixes brave/brave-browser#25789
Fixes brave/brave-browser#25790

Pre-approval checklist:

• You have tested your change on Nightly.
• This contains text which needs to be translated.
  • There are more than 7 days before the release.
  • I've notified folks in #l10n on Slack that translations are needed.
• The PR milestones match the branch they are landing to.

Pre-merge checklist:

• You have checked CI and the builds, lint, and tests all pass or are not related to your PR.

Post-merge checklist:

• The associated issue milestone is set to the smallest version that the changes is landed on.

[brave-builds]

A Storybook has been deployed to preview UI for the latest push

[bsclifton]

Closing as we pushing VPN feature in the 1.45.x maintenance release is way too tight at this point