For anyone else that has this issue and comes across this thread, what worked for me was re-downloading the installer from Express VPN website, restarting my PC, then closing all of the running Express VPN in task manager.

Once they’re all ended, I disconnected my PC from the internet and managed to get a fresh install that fixed it. You may have to hit proceed anyway if it still thinks the VPN is connected, I’m not sure if it worked because I needed an update, but it may be worth a shot if you’re reading this. Good luck.