Just checked for updates manually, it works fine for me too, with and without VPN. Maybe, the issue was resolved very quickly.
Edit: Just checked the issues page, they have asked to enable debug logging and check the logs.
Quote from: https://github.com/spesmilo/electrum-docs/blob/master/faq.rst#how-to-enable-debug-logging
How to enable debug logging?
On Linux/Mac, if you start Electrum from terminal, you can specify the -v flag, to enable debug logs in the terminal (to stderr). This option does not work on Windows.
Logging to disk is also available since version 3.3.5, and this works on Windows too.
Using the Qt GUI, go to Tools menu > Preferences > General tab, and tick "Write logs to file". After restarting Electrum, debug logs will be written to the /logs folder inside the :ref:`datadir `.
On Linux/Mac, if you start Electrum from terminal, you can specify the -v flag, to enable debug logs in the terminal (to stderr). This option does not work on Windows.
Logging to disk is also available since version 3.3.5, and this works on Windows too.
Using the Qt GUI, go to Tools menu > Preferences > General tab, and tick "Write logs to file". After restarting Electrum, debug logs will be written to the /logs folder inside the :ref:`datadir `.