Got a reply from admin as follows: "Please try the following settings:
- from Eddie's main window select "Preferences" > "Advanced"
- de-tick "Check if the VPN tunnel works"
- click "Save"
- from Eddie's main windows select "Preferences" > "DNS"
- de-tick "Check Air VPN DNS"
- from Eddie's main window enable "Network Lock" option (important, because you have disable some safety check previously)
Test again a connection to reproduce the issue and check whether the connection goes through this time. If so, go to ipleak.net web site and make sure that everything is fine."
I quit and restarted Eddie twice, and it connected right away both times. I replied to the admin e-mail and will see if there are any further instructions. If not, it appears this problem has been solved.