I had the exact same problem as you describe in addition to several other slowdowns on purevpn client using nod32 and SSL in general. Try to disable SSL scanning which solved the problem for me and others. Check out the link below since it's not very obvious how to disable the ssl scanning completely: hxxp://www.wilderssecurity.com/showpost.php?p=1360776 This and other SSL issues been reported to Eset a long time ago so they should be aware of the problem. So I would suggest that you disable ssl scanning which seems to be the the only solution.
Rose-ab replied to Shardlake's topic in ESET Internet Security & ESET Smart Security PremiumThe problem may simply be that the GRE packets are not getting through. To resolve this issue, make sure the network router/firewall permits GRE protocol 47 (You will want to find and enable a "PPTP passthrough" feature on your router that knows how to handle the GRE packets). In fact both port 1723 and GRE protocol shoyld be opened/enabled to establish VPN connectivity by using PPTP. Hope it could solve the problem.