Hi
Windows 10 does a connection check to detect, if there is Internet connectivity. This is done by trying connect www.msftconnecttest.com (13.107.4.52) via http.
Always On VPN only connects automatically to the VPN peer if there is Internet connectivity.
What do you mean with 'enable captive portal'?
Typically a captive portal allows Internet access after successful authentication. That means as long you are not authenticated at the captive portal there is no Internet access and also no access to VPN peer. As soon Internet connectivity is detected, the VPN connection should be established.
By the way we found some more IPs that must be reachable for a successful Internet detection of Win10: 13.107.4.52, 52.164.206.56, 104.215.95.187
Thomas