Is it possible to intercept network calls with in windows 8/10 mobile? If not how does VPN apps work in mobile?
I don't think there is a way to intercept network calls.
There is programmatic support for managing VPN connections though. Windows.Networking.VPN namespace is what you are looking for. As stated on the linked page, access to this namespace is restricted for applications published to the store:
If your app is using this API and you wish to publish your app to the Microsoft Store, special permissions must be provisioned for your Microsoft developer account, or the VPN calls will fail at runtime. This permission is not needed if the application is side-loaded or installed through a different method.
To request permission to release your VPN app through the Microsoft Store, contact msftvpnstore@microsoft.com and include information about your company and your VPN app.
If you have any questions about the VPN API, contact msftvpnapi@microsoft.com.
I suggest you start by contacting one of the above addresses and explain your scenario to get the needed support early on.