Failed to connect to api.openai.com in ChatEnabled Notebook

I have established a paid account with OpenAI, obtained a secret API Key, run the packlet to show ChatEnabled Notebook in Mathematica, Followed the instructions here

which do not work; Then found the

“URLRead::invhttp:Failed to connect to api.openai.com port 443 after 75204 ms: Couldn’t connect to server.”

I am in China and use a vpn to access the network, is the problem related to this? How to solve it?