This usually happens when you have IPv6 IP address assigned by the ISP because the VPN only uses IPv4.
The solution is to disable IPv6 from the settings of your OS and only use IPv4

Windows:

  1. Open "Network and Sharing Center"
  2. Click on the VPN connection or open it from the "Adapter settings"

3. Click on properties and uncheck the IPv6 option

Linux

  1. Open Terminal
  2. Enter gksudo gedit /etc/sysctl.conf and open the configuration file and add the following lines at the end

net.ipv6.conf.all.disable_ipv6 = 1
net.ipv6.conf.default.disable_ipv6 = 1
net.ipv6.conf.lo.disable_ipv6 = 1

   3. After that run $ cat /proc/sys/net/ipv6/conf/all/disable_ipv6

   4. If it reports ‘1′ means you have disabled IPV6. 

   5. Type command sudo sysctl -p you will see this in terminal.

net.ipv6.conf.all.disable_ipv6 = 1
net.ipv6.conf.default.disable_ipv6 = 1
net.ipv6.conf.lo.disable_ipv6 = 1

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