Ok, I just had a quick look at this post.
First thing that got my attentions is in the first screen shot.
It says “your new ip…”
Well, that is not true.
Your provider gives you a IP and only they can change it.
Steganos can’t change your real IP, only your provider can.
Looks to me they either have not given the text a good thought or they are trying to mislead you.

Maxthon (out the top of my head), is connecting to a proxy server and is not using the vpn.
It is bypassing the vpn.

The second picture you posted shows that avast has blocked something.
Looks to me a site that FF is/was trying to open.
But I do not know the language it is in, so please translate it and tell which avast provider is telling this.