I posted the issue on Malwarebytes forum. After many postings and suggestions they have come up with a new beta version 4 v804 which has solved the issue
I had the same issue with Windows 10 (but posted to the Windows side of VPN in the Avast forum). Avast diagnosed this as a Malwarebytes problem and I have been turning off Web Protection when I use VPN.
Since you posted on the Android section and you have said that you had no problems with Android, I have some questions.
My MB says that its
Version 4.0.4.49
Update package version 1.0.18266
Component Package version 1.0.793
It says that it is up to date when I try to update. I do not see '4 v804'. Have you managed to get it and try it out?
I have also noticed a conflict with Western Digital Security. I cannot eject password protected USB media unless I turn off Malware Protection and Ransomeware Protection prior to ejection. They do not have to be turned off all the time you are using the drive -- only when you need to eject. I have contacted them about both matters.
Thanks.