I am also getting this, I do not use a VPN, and it seems to have started since the recent install of 17.0.15.0 - it appears as a message saying Live Grid is not available and then clears of its own accord.
I have AdGuard running as the DNS in my LAN and I have check that, and its not blocking any ESET services at all, indeed when its switched off it still does the same thing, I have also explicitly allowed *.eset.com within it, and there are no messages in the block list saying that it is blocking traffic to/from ESET.
I haven't tried any of my other computers with it yet, and I am not getting a similar error on my phone connected to the same network.
