Various programs (including GOG galaxy, GOG-downloaded installer, and all VPN) are not connecting - cannot install The Witcher 3

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Hello fellow monster slayers,

there is a strange problem on this computer.

When double clicking GOG Galaxy, nothing happens - after a minute or so "unable to connect to GOG.com" error shows up.
But that´s not all, the same happens with every VPN:
Tunnelbear "Internet appears to be offline -1009",
ExpressVPN - the connect logo appears, after several tries of connecting "cannot connect, Contact customer service?" Window pops up.
And PrivadoVPN has it´s "Login" logo animation showing for all eternity without ever connecting.

My question is:
What internet and/or network settings are wrong on this machine (Windows 10, all updates, all NetFramework versions installed) that is blocking a wild array of random programs to connect?
Well at least Steam, Firefox, Flight Simulator, Discord, and other programs run without any problems, but I need my GOG the same as I need Steam :)

When I download the Witcher 3 installer from GOG it simple cannot run because it never connects, and like I said GOG Galaxy is not able to install because the error "unable to connect to GOG" appears after a minute or so.

And of course I am currently online with my 50 Mbits connection, that´s not the problem. ;)
Can someone please help me, my knowledge with networks is very basic and I don´t know what is wrong with this Windows installation. (No Firewall and no anti-virus is installed that could block connections.)

Thanks in advance for your help :)
 
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