I have a similar problem. I just installed expressvpn here in Toronto. After a while I got the "... LiveGrid servers cannot be reached" message. At one point, I turned off expressvpn and, after a while, LiveGrid started working again. At this moment, turning the ESET GUI off and on does not help. I am pretty sure a PC restart will clear the message. In my case I can cope with this by only using the VPN when I really need it.