Yes I know of the problem with AVG and other VPN software, "I pay for AVG Go Tech Support and they didn't help me out at all with this problem and also there Level Two Technicians at AVG Tech Support, they both tried to ignored this problem!" I solved it on my own with my version of AVG! "Note: AVG detects it as malware and automatically disables it, and the AVG software doesn't notify you about it, just disables it! Because they want you to use there own VPN software only!" (You can identify this in the VPN software you have log file.) I'm a Web Browser's Gamer and location is somewhat important.
In Opera setting, Under websites and Location, I have checkoff "Ask me when a site tries to track my physical location (recommended)" and under Manage exceptions there is one website listed, but there is no button to Add button or to Delete button, it just has close button! (I delete unknown cookies that are listed, then I also put them into bock cookies list.) note I also use SuperAntiSpyware software the paid version on my computer and I also use AdGuard software the paid Windows version on my computer too.
PS: AVG software it has there own malware built into there software and it doesn't mater if you have the Free version or Paid version! They're trying sell you more of there own software in the paid version! because I get at least one ad a month to buy a subscription for there own software, that you don't have installed on your PC!