I'm sorry you're struggling with these things, but I think this is all completely normal. Some folks who have VSG do not feel hunger for a period of time, but many people do. Neither is right or wrong, its just due to each person's anatomy/surgery/surgeon, etc. Similarly, cravings are completely normal and people feel them to varying degrees at different points in their journey. At one month out, I know your options are limited, but maybe you could find some substitutes? Look for a good protein powered in a flavor you like, sugar free jello or popsicles might be a good option, or try a sugar free drink mix (crystal light, mio, etc.).
As for hunger and weight loss, are you hitting your protein and fluid goals? If so, how much of your protein is coming from shakes/powders and how much is coming from food? Following your programs plan, you might want to start aiming to get as much protein as you can from your food intake and slowly decrease the supplements, as they won't fill you up and keep you full nearly as long as more dense protein sources. Additionally, increasing your protein and hitting your fluid goals can also help with weight loss.
Ultimately, follow your plan and contact your surgeon/dietician if you need additional support. That's what they are they are there for! But you're on the right track and its still super early in your journey. Be patient with yourself and trust the process!