aqbgdt,
I don't believe it is possible specifically on the application level... If you know the IP that the application connects to, you could specify that with the route. Otherwise you would need a third-party tool to hack it from the winsock layer. That is not something trivial and I didn't find anything through a search. I don't think I can help you further... you may want to try calling PureVPN's support line and asking if they can recommend a tool for this.
Sorry. -Cheers, Peter.