Users are unable to resolve Offensive Security domain names due to issues with their DNS configuration or their DNS servers, or issues with their network connectivity
Solution: Please make sure you have an active Internet connection and your Kali DNS settings are correct.
We recommend using Google public DNS servers. Please set both DNS servers to 184.108.40.206 and 220.127.116.11 and try connecting again.
In addition, please make sure your host machine and Kali VM have internet connectivity before connecting to the VPN.
If you do have internet connectivity on your host machine, we recommend changing the network settings on your VM between NAT to Bridged (and vice versa) mode and see if the issue persists.
For basic network configuration on Kali, you can refer to the Kali documentation site at: http://docs.kali.org