So like a lot of users I have the same "connecting" problem and I tried a few solutions I found here but none worked.
I don't have AVG or Avast or any antivirus that can be blocking the URLs of the VPN.
A few days ago I tried disabling Windows defender and the VPN worked for a few minutes and hasn't worked since.
I cleared the third party data more times than I can count.
I tried creating a clean profile and it didn't work.
Then I tried connecting my laptop through my phone's mobile data and hotspot and the VPN actually worked!even with windows defender on and off.
Opera VPN application for android works fine on my phone with my original wifi network, and on windows I can connect to surfeasy just fine through the same connection but not through the built-in VPN.
So I think the problem is narrowed down to my internet connection.
Has anybody faced this problem and managed to solve it ??