Your screenshot shows that the file you downloaded has 3.7KBs. The Kali Linux ISO you're trying to download has 2.9GBs. A couple of things you can conclude from that are:
- Your download is not completing, you're getting a partial file.
- A partial file will not have the correct checksum, therefore the checksum is working as expected (failing to tell you that you have the wrong file).
- A download of 2.9GBs shall take a lot longer (even on a very quick connection).
What you certainly need to to do is to download the complete file before checking the checksum. Your download may be interrupted by the VPN or by the Kali Linux servers (they're servers maintained by Offensive Security after all). The main reason such a download may be interrupted by both (VPN, and servers) is the number of parallel connections. Limit your parallel connections to, say, 3 (three); or even, use the plain, single connection, download manager provided by browsers.
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