Please check the following ports are open on your firewall or not blocked by your ISP. The port range will be anywhere from TCP 20100 through TCP 20354. If that's not working, keep in mind VPNs also use TLS (TCP 443) and DTLS (UDP 443). Though typically these are open in most organizations. You can try and tether your phone to see if this an issue with blocked ports.
Hope this helps.
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