On Windows Menu (3 horizontal bars logo located at top-left) is on the right side.
There is no preferences/Options under menu...just options.
There is no "Connection Label"
Instead I went to Network Proxy label at bottom.... Clicked settings on the right side.
The only option that worked was "Use system proxy settings" all other settings stated they ...
According to the Tor Project:
Can I use a VPN with Tor? Generally speaking, we don't recommend using
a VPN with Tor unless you're an advanced user who knows how to
configure both in a way that doesn't compromise your privacy.
To answer your question, maybe? It probably hasn't been tried as it would not be a best practice unless you already know how ...