Artanas, see this tread, your problem is all there,
http://forum.square-enix.com/ffxiv/t...serious-issues
Its actualy pretty simple, when you used VPN, you're taking another route to the servers, the server IP change. Some server have lag, some don't and they remember what server each character as. So you always end up on the same server unless you take a new route.
Many servers per realm to offset load.
Hope it helps, use VPN until they fix the problem.
Too check server ip: cmd ---> netstat or use the resource monitor