The first runs in the VPN client app on your computer, so if the VPN connection fails while the VPN client app is running, that VPN client app can turn off the computer or mobile device's internet connection. However, if your VPN connection has failed because the VPN client app itself crashed, then the kill switch may not work, and your IP and data may leak onto the internet.
I have been using PIA for two years now. Actually, I was really skeptic when I first went to the website. It had a stock photo of a family, shady "we are the best" text all around. But hey, I subscribed to give it a try. And it worked wonderful. PIA has been an incredibly solid, fast and reliable VPN provider for me through 2 years. Never had an issue with them whatsoever.
They even offer the most generous simultaneous connection count, with six simultaneous connections through their network, where everyone else offers five or fewer. NordVPN's network isn't as large as some of their competitors, so if you're trying to obfuscate your tracks, you might want a company with more servers. Otherwise, this company is clearly providing a winning offering.