Help

If you have verified that Steam and your game is installed, my advice before trying anything else would be to uninstall that VPN. It doesn't matter if you have it turned off or disabled. You need to test with it uninstalled. I would have so many customers (in my real job) argue on this but when I finally got them to humor me and do it, 95% of the time I would say, it resolved whatever issue they were having. Many times this would include no internet connectivity at all. After you uninstall it restart your computer before you test. Can't hurt to try :)