I want a GNOME notification when not connected to VPN

I use a setup that ensures that I am connected to a VPN when I join certain Wi-Fi networks. However, sometimes I connect to other networks and I forget to check for the key icon that reminds me I am not connected to my VPN.

Key icon

I would like to have a GNOME extension that pops a notification whenever I am not connected to a VPN. Then it would be very hard to ignore, since I use Notifications Alert.