Are you using AVG free? I had this problem previously and noticed that when I first turned on my pc the VPN would work fine and then an hour or so down the line it would stop working so I restarted the browser and it refused to connect at all.
I figured out it was part of the new AVG free update so I swapped my antivirus.
there are several options you can try
Either swap you Antivirus provider, there are plenty of alternatives.
Or you can disable the online shield
or finally you can add an exception , a quick google search will show you how to do this.
If none of the above works it should be known that there is also a problem circulating at the moment that's preventing some users from using the VPN at all but from what you said it sounds like you have the AVG conflict