I also uninstalled Kaspersky, installed it again, tried whitelisting the app, same problem persists. This is what I did,
I reinstall Kaspersky
I turn on the vpn, the vpn cannot connect to a server
I turn off the vpn
Now even my normal internet shows this
I turn off every settings one by one and finally turn off all the settings. Still this persists
Now I turn off Kaspersky from my taskbar
Everything works fine
I've uninstalled Kaspersky and will install it again after this bug is fixed. Me not being able to use internet is a deal breaker.