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How do we know you have the “same problem”? There is absolutely no info provided by the OP. Please, start your own thread next time.
You obviously should NOT install anything into avast sandbox. If you are sure it’s a safe file, then exclude it from avast! DeepScreen so that it does NOT get sandboxed when installing. Otherwise, the VPN will not ever work. (Also exclude the resulting installed executable if required for VPN connection and if it still gets sandboxed when launched after the install is complete.)