Hi. I believe the answer is to go into your "settings" (the little cog on your scan start page) and you will find "exceptions" there. Put the url of Express VPN in the box and I think that will do it for you. I hope someone else can confirm this.
You realize that we are mostly users of Trend Micro here and attempt to help one another with problems. Often, a few of the techs at TM will drop in to assist also.