setting up virtualbox for PIA (vpn)

Hi

I have received login details yesterday for PrivateInternetAccess access and want to start using it on virtualbox.
Virtualbox is running Ubuntu and the host also. The guests connection continuously fails though. I have tried NAT and bridged connection in virtualbox. And both methods that are provided on the site - so https://www.privateinternetaccess.co...ubuntu-openvpn
and this one https://www.privateinternetaccess.co...nstaller_linux
Unfortunately connection fails every time - for both methods.

There are a lot of forum posts / tutorials online that are or very old or incomplete answers, there doesn't seem to be a recent tutorial.

I don't even know where to start investigating the issue. No problem to post some log files or do some tests - any recent tutorial or post that will help me find solving it. If I can't solve it in Vitualbox I might install PIA in the host but I would rather use the virtual image.
BTW. no problem to access the internet with the guest (NAT and Bridged)