Esta resposta do StackOverflow parece ser o que você está procurando:
Open a CMD/Terminal and type "route print" or "netstat -r" take note of where example.com is pointing to. Most likely the default route will catch it. In that case you want to add a route to have it go via the VPN interface for any traffic that goes to example.com (After doing this, once you disconnect from the VPN you will not be able to connect to example.com any more unless you connect to the VPN.)
The other way is to connect to the FTP using the local IP of the FTP once connected to the VPN.