Before troubleshooting, please make sure:
- You are connected to the internet via WiFi or LAN
- To isolate the cause, temporarily disable any 3rd party app that may interfere with your connection. For example, a firewall with strict settings, or another VPN application or an antivirus.
- Try to reinstall the app's profile, it should fix the issue;
- From System Preferences > Network> select Hotspot Shield VPN profile
- Click on the minus "-" sign at the bottom to remove the profile. Click Apply to save changes