Does the VPN software make use of a TAP network adapter or some other type of virtual network adapter? And is it installed or is it not to be found in network connections?
Does it work when you set the firewall to disabled? If it does then it is probably is a configuration issue with the firewall, you need to make sure you have the necessary global and application rules, and check the firewall logs for any blocks.
The free version and the paid version have the same core elements. I don’t see the firewall driver in your image of the adapter properties in your previous screenshots. Was it installed before installing CF?
Can you enable logging in the global rules for Block | IP | In| From Any IP Address| To Any IP Address | Where Protocol is Any. You just need to edit the Global rule and then reboot your machine afterwards.
This will then show any firewall blocks incoming. If that doesn’t show anything, you may need to change your global rules by running the Stealth Ports task and setting it to “alert incoming” see here: Hide PC Ports Using Stealth Ports Wizard | Internet Security Help this will then show a popup for the VPN connection of which you can allow.