I recently bought a Mi Box S and had it connected over Wifi. Cyberghost worked well, but the internet is not as good as expected. So I wanted to connect it over LAN. Internet workes well, downloading apps, Kodi everything is good, except Cyberghost. When I want to start a VPN connection it says that an active internet connection is required to use cyberghost services, but the internet is working.

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Any suggestions to fix this problem?

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EDIT: I created a OpenVPN-file in Cyberghost and downloaded the OpenVPN client on my Mi Box S. So far it seems to work