Unfortunately I don't run any VPN, so I can't speak from personal experience.
Really testing my memory here, but I seem to recall it being to do with the Avast Firewall (even in Avast Free, which I also don't use) not being set to Private and Trusted network, etc. Which may get in the way of letting a VPN through the firewall.
Given that this is still troubling you, I would suggest setting aside some time to report the issue, or accepting this would continue to trouble you. Its a bit of which is the lessor of two evils