Thank you for your enquiry.
Not necessarily. If he has the Family Zone app installed, but is in range of a safe wifi network (such as the Family Zone Box or a registered school), then the VPN icon will not show. If he is not on a safe network or using 3g/4g, then you should be able to see the VPN icon.
If the phone hasnt been seen, you should receive a red alert email to notify you. Rather than sending you consecutive emails, multiple days where the device hasn't been seen will come up as red flags in your Family Zone account. You can also download the Zone Manager app to easily access your online account and make or view changes.