This issue is two-fold right. You can install plugins that force SSL client side (on the main site and any AJAX calls thereafter) but like you said you have no idea what calls that site is making server side. They could be sending everything you send them over plaintext after the initial TLS secured request. Rough times.
It was quite nice to let a wifi router be the VPN client to offload it from all your laptops/phones/etc. and better guarantee "VPN always on".. so much for that.
All major browsers implement HSTS preloading, and getting added is quite simple. A very large percentage of your average internet user's traffic is covered by this.
Preloading is a problem waiting to happen. It works fine when only a small portion of the internet uses it. But when you have 2 GB preload file with a few billion entries things are not going to work so well.