You do not have to pay. You can get proxy servers from many free sources, but since they are free, they are not very reliable and they are generally very slow. I do not provide free proxy lists because they change all the time and their quality is poor.

You can buy proxy servers from many places, not just me, and use them with the FoxyProxy add-on. At the moment, import works with FoxyProxy servers and previous versions of FoxyProxy, but I am working with other proxy vendors to get them added to an import list. However, it requires their cooperation to get it right. Not all vendors respond to me.

Regarding VPN: all firefox add-ons that are called "VPN" use proxy servers behind the scenes. It is just a marketing choice to call it VPN instead of proxy.

Good luck!