Might be possible with Tasker: https://www.reddit.com/r/tasker/comments/9xljd7/help_how_to_turn_on_vpn_automatically/
In order for this to work, the Windscribe VPN App would have to allow tasker to access the intent. As far as I can find, Windscribe does not.
https://www.reddit.com/r/Windscribe/comments/fuiluf/tasker_support_on_android/
I know that tasker works with both OpenVPN and Wireguard, as I currently use Wireguard and used to use Open VPN to connect to my home network automatically when I disconnect from my home Wifi. But those are the only two that I am aware of that it actually does work with.