16 days ago - AndrewT - Direct link
It does sound like some local network or ISP issue.

Do you have a VPN set up? If so try running that then run this game - does it work then?  
15 days ago - AndrewT - Direct link
I only work during my daylight hours I'm afraid.

If it works via a VPN then indeed you have some local network or ISP issue. Check in Windows Defender firewall that eu4.exe and paradox launcher.exe are allowed through in both the Public and Private domains there.  
14 days ago - AndrewT - Direct link
Do you then have some other firewall installed in Windows? Also your internet router/modem may have one active - even your ISP can.  
13 days ago - AndrewT - Direct link
The fact that the VPN works around it shows that something is blocking it locally! Whether Windows, your internet router/modem or your ISP is not clear.

Do you have another local machine you can test this on? OR move this machine to some other network, for the sake of the test?  
12 days ago - AndrewT - Direct link
Okay then, that narrows it down to your router/modem or ISP. If your ISP provided your router/modem they should be able to help you with that!