How can I still use DDNS along with a VPN?

I'm using it with AirVPN.

To correctly update your ISP assigned IP address as your Dynu Dynamic IP address you need to tell the VPN Client to route specific domains or IP addresses outside the tunnel on the PC that the VPN and DDNS client are running.

Dynu uses checkip.dynu.com to find out the current IP address so that must be put in the VPN whitelist table. You can use tracert and arin to identify IP addresses if your VPN client only filters on IP addresses and not domains.