[2021] Stellaris doesn't start...

That's odd because Gamepass and the Windows 10 store provide the same game edition to you.

When you say nothing at all, you mean you don't even see our launcher? Or you see that but the game won't run from it?

Do check in Avira's blocked apps list to see if any of these have been stopped:

dowser.exe
bootstrapper-v2.exe
paradox launcher.exe
stellaris.exe  

Thinking more about it, the launcher in the MS edition of this game is a canned installation and doesn't do its own updates, so they won't be there.

In which case I don't know why the launcher will not work for you! Especially as the identical launcher used to work. Does the Gamepass edition still work?

Does it make any difference if you launch this game from the Xbox app or the MS store app?

And can we see the launcher logs which should be in C:/users//AppData/Local/Paradox Interactive/launcher-v2/logs/  

The 3.0.4 patch that came out the other day changed the MP system to use a different back end. But that has nothing to do with the game being able to start at all. So it's hard to see how the VPN could have had that effect, I suspect that's a coincidence.

However the new stellaris.exe might need to be added to the Avira exceptions list , can you look into that?  

Great, all the best!

PS: You'll probably have to do that after every patch I'm afraid.