You are obviously playing the online version, as the address bar says. Online game can not write nor read from your system drive nor any other physical drives and the message isn't talking about a folder named VPN/Firewall, it's talking about your intnernet connection that may be going through a VPN tunnel (some people are using VPN) and is at least going through your Windows Firewall and maybe some other firewall(s) between your computer and the public internet. Basically, it suggests that there may be a problem with your internet connection that makes it impossible to download some files from the game server.
Are you sure that you or maybe someone else using the same connection isn't overloading it, so that the game is unable to download necessary files from the server?
I think that the same message may also appear in case the game server gets overloaded. But it's less likely to be happening than something at your end of the connetion.
Please check the message i was repliyng before suggesting something
And especially
@cxx post.
I know exactly what it says, as i know what version i'm playing, as i knew that with the 100% probability there will be someone, who would refer to firewall and so on
My antivirus firewall turned off while i run the game as is my windows firewall and i'm not using vpn with this game.
All this shit has nothing to do with firewall, cause it happens at the same precise point in both online and offline versions(where is no need for game server at all, cause files are already on your drive), also it worked ok, but just once, and doesn't work anymore after i've loaded an earlier save.
Also maybe you didn't know, but all things you open in your browser left some files like cookies and cache on your hard drive, that are used for different needs(like logging into some sites or even saves for some games) and at some points can case you some troubles. If you're used a buggy version and than it was updated and you didnt't clened the cache from the buggy one, for example.