Your motherboard has a DVI display connector, can you use that in place of the VGA connector & cable?
Using adapters is never a good thing, as some just don't work.
Using VGA without configuring the display connectors (framebuffer patching) will be problematic at best, useless if the connectors are not configured correctly.
Have a read of this Framebuffer patching guide, see if you can follow it to discover and correctly configure the three display connectors on your motherboard. The guide was created to resolve common HDMI black screen issues, but it will solve other issues if followed correctly.
General Framebuffer Patching Guide using Hackintool Please do not quote this guide in its entirety. Post a link instead. 15 Jan 2019: Intel FB-Patcher has been renamed to Hackintool. 19 Jan 2019: Guide overhauled. Please be aware of possible HDMI hot-plug issues. After boot you may have to...
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The Framebuffer patching guide calls for some trial and error testing before you will get the three connectors configured correctly.
You should end up with the DeviceProperties for your Skylake IGPU looking something like this, but with three different framebuffer-conX-type entries, to match the three display out connectors on your motherboard.
View attachment 579521