There are apps to help you set up a VPN. I’ve used Betternet in China before.
As far as I know, the game should not be logging you out without your permission... Even if you close the app, (from my understanding) the next time you open it, you wouldn’t be logging in again. You would just directly connect to the DPro servers. Facebook login is just used to link the data to you in case you lose your phone/want multiple accounts/etc.
Express VPN is ok. It allows one account for multiple devices. It wasn't very stable for me when I used it but I heard it's gotten better. Just know that it's all hit and miss because China is doing it's best to limit the effectiveness of VPNs or rather control the data coming into the country.
Most people I know use Astrill so I guess there's safety in numbers!