The status dot is not the session. In China a client can finish the handshake, paint "connected", and then carry nothing. The browser spinner is the truth. The green icon is late.
This shows up when the last mile resets long encrypted flows. Hotel Wi-Fi and China Mobile do it often. Refreshing the same tab does not build a new flow. Quit the app so the process is gone, open it from the Start menu or the home screen, pick another location, and connect.
If it is between 8:00pm and 11:00pm, do not pick a far exit out of habit. Use Hong Kong or Singapore. If it is daytime and the current location is the one that stalled, switch. Write down which location failed and the time. That is what support can use. "Connected but nothing loads" plus a location and a clock is a real report.
Windows may also ask for a permission prompt the first time the tunnel starts. Choose Yes. If you dismiss it, the app can sit on connecting and never move traffic. Why a VPN is not working in China is the longer version of the same failure.