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I may have found a work-around. AVG was causing the same problem in the same way - their equivalent of Web Shield was blocking the Opera SurfEasy VPN. By adding .operavpn.com and .operavpn.com.us to the Exceptions list, their users were able to get the VPN and AVG to work together. I tried the same thing with Avast and it seems to be working. I’ll post again after testing this for a few days.