1. Using a VPN slows the download - it adds at least one additional computer to the path (and usually about a dozen or so).
Oh, and your carrier isn't fooled - your signal goes from your phone, identified by your SIM number, to your carrier, then out to the internet, then to your VPN service - so your carrier knows it's you. They don't look at whether the data is encrypted or not (which adds a few bytes per packet) just at how many bytes it is. So encrypted or not, through a VPN or not, if you download 10GB, you've still downloaded 10GB.
2. Which quota? Your download quota? Whether you download in a single stream or in 20 streams (all a download manager does is download through multiple streams, so if the thruput from the server to you is 5mbps and you're downloading over 4 streams you're getting a 20mbps thruput from the server to you), you're still downloading the same number of bytes as far as the carrier is concerned. So if they throttle you at 10GB, you're going to get throttled at 10GB, regardless of whether you downloaded in 1 stream or 20. Now instead of 20 X 5mbps, you'll be getting 20 X 48kbps. Still faster than 1 X 48kbps, but it's a thruput of 960kbps - less than 1mbps.
And I'm not sure that Mega handles the Resume protocol anyway - which is required to download more than a single stream. If it doesn't, download manager or not, you'll get the same speed.