If you're using 3rd party security software, it can be worth taking a look at the Experimental Eddie client, as it's meant to handle these better . Otherwise in VPN terms, make sure tap.exe, openvpn.exe and airVPN.exe are not being blocked by anything. Further, you can also choose to "reset" windows firewall rules, if you're having issues; especially if after using Network Lock(NL). A guy in the link you provided, told you to forward both ports from the VPN and your router. Do not do this, as it exposes you to correlation attacks.
As for AirVPN together with TOR, you can check that. In addition to my guide, wherein there's plenty other security/privacy centric links.
Do remember to put the port you want to forward, into the "local port" field, not the top field, as I see you did the opposite in the reddit thread, regarding port 51485.
I think it's also worth checking ipleak.net to make sure you're not leaking, in addition to perhaps turning off IPv6 and/or network adapters you aren't using.
Thank you very much for your kind help and suggestions, this is highly appreciated!
1) I will stick to Eddie client for now, I don't feel ready for the Experimental version yet.
2) Since I don't actually really need an additional privacy layer, and although your guide is very well written and straightforward, I will put TOR aside until I would have done more research on the topic. TOR is an unknown land for me to explore and I need to give it some time before I feel at ease with it.
3) I created new rules in my windows firewall to make sure both incoming and out-coming traffic for airVPN.exe, openvpn.exe, tap.exe and python.exe are allowed. It did not help.
4) I did a system restore but it did not help neither.
5) I am not using Network Lock.
6) I am well aware I should not make any change to my router settings when I'm behind a VPN.
7) ZeroNet's developer (Nofishme) said I had to change ZeroNet configuration as following:
"You have to modify the port zeronet using: create a file zeronet.conf where your zeronet.py is.
fileserver_port = 51485
Set the local port AirVPN to 51485, then restart zeronet and try again"
I did follow his instructions but since I keep having error 110 when I try to set port forwarding in my Client Area, it could not work. I'm puzzled on how and why error 110 happened in the first place. This is all very confusing and way out of my scope of expertise. I feel completely lost regarding this new issue!
8) I was indeed leaking DNS requests. I corrected this issue in my browser configuration.
9) I may try to reset windows firewall settings but I'm not sure how to revert those settings to what they are now. Will a restore point suffice?
10) If all fail I am tempted to restart from fresh by reinstalling Windows, but this would be as final resort. I would rather give up with ZeroNet and port forwarding to spare me the trouble.
Should I start a new thread regarding the new issues I am facing (notably error 110)? This is all very confusing and although I feel discouraged by the repeated failure I am not the kind of person to give up easily so I'll keep trying!