I have this kind or error too. I had to completely uncheck all dns leak protection in order to get the VPN Manager working. I passed hours to fix the problem, trying different version of the Vpn Manager, trying to reset several network parameters with NetAdapterRepair.exe (which usually works very well to fix networks problems), without any success. Fortunately, even without Dns Leak protection, I haven't detected any Dns leak during the different tests I have performed so far. But it's irritating not to be able to set up this protection in the manager.That would be very strange.
I understood you correctly, as soon as you activate DNS Leak protection the error message appears?