Thank you for your reply.
The CIS Firewall is set to Safe Mode and in Application Rules Firefox is set as Web Browser. Firefox is set to No Proxy in Network settings.
I did not create any rule for NordVPN.
Generally, I followed CruelSister’s configuration for CIS except for the notifications settings which I have enabled.
I think the problem must have been the Firewall Application Rule about Firefox being a web browser. I deleted it and NordVPN works fine. I also tried the proxy adjustment, but it made no difference. I don’t remember when or why I had set that Application Rule for Firefox. :embarassed: