Citrix VPN Plugin creates routes to VIP automatically after logon. If Proxy is enabled, VPN plugin will use 169.254.8.8 as a dummy VPN basevip:
04:22:21.754 | VERBOSE | PROXY_SERVER=a.b.c.d:8080^M...04:22:21.754 | VERBOSE | Using 169.254.8.8 as basevip^M
And an interface has IP in the network of 169.254.0.0/16, causes an unexpected route added to this link by OS. The route forwards the further traffic in VPN tunnel to an unexpected interface.
169.254.8.8 255.255.255.255 On-link 169.254.x.y 15 //169.254.x.y is the IP address of local interface
Correct route should be:
169.254.8.8 255.255.255.255 <Local_IP_has_gateway> <Gateway_IP> 15