I have an VPN but i don't use in the PC, only with a few smart TVs to watch Netflix and Amazon of another country. I tried using the VPN, my fiber provider (Virgin Media), and using my mobile providers (EE and O2) and nothing resolve the problem.
I deleted iCloud and reinstalled it, I sing off from all the devices, etc
After contact with Apple Support they said me that they'll call back with a solution. Never more. I tried to contact using the report and the answer is that ingeneers are studying it. For months!!!
Terrible issue and terrible support from Apple. Sometimes I asked why I changed from Android.