You can do this - it's called split tunneling. I got it to work before, after a lot of back and forth with the support team who were really patient with me.
You can use windows built vpn with your torguard credentials, I think its l2tp/ipsec. When you've added the vpn and the details, you can then specify the route of the app in command prompt, this will set rules whereby you specify that the vpn only be used for certain sites, and the rest of the traffic be regular.
You will need to nslookup the domain, get the ip then look up the CIDR block and use that info to create your route.
It's a bit long winded, but I couldnt find an easier way with an application