Question on exposure while switching between VPN's

Am I exposing my data while switching between VPN’s?

Background:
I have Proton VPN because it is included in our Proton Unlimited.
I signed up for Mullvad VPN as an experiment.

I like Mullvad VPN but it’s architecture doesn’t allow certain banking sites to work (I feel like this shows Mullvad is doing a good job of protecting me?), so I will switch over to Proton VPN to access those sites.

When I turn off Mullvad and then start up Proton, am I exposing my data to the websites that are currently “open” on my Mullvad Browser?

(I hope I’m explaining this question clearly enough)

Using two VPNs on the same computer itself may be a bad idea. It could cause network issues and issues with each working as well as they could.

What OS are you on?

Potentially, yes. It depends on if the website auto reploads or updates itself or communicates with the server/DNS/etc. during the switch - as far as I understand. But there are experts on this forum that could better answer this question.

I highly recommend only using one VPN at a time that’s downloaded and installed.

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Windows 11.

I do only utilize one at a time and mainly stay with Mullvad VPN. I only close it and start up Proton VPN when a banking site won’t work on Mullvad.

My concern was about the open tabs in Mullvad browser during my switching.

Yes, I knew what you meant. I would still not do this.

Thank you. I think this means I should add a step:
Close the Mullvad browser, then stop Mullvad VPN, start Proton VPN, then restart the browser.

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If you absolutely must still have two VPNs, yes.