Set up and advanced connections can be found in Services. Go to Search and type in services.msc and then click Search.When Services comes up click on it and you should get a long list.
The four items you listed in your first post are all on the long list.
I checked all my settings for these and the only two differences to yours are in Routing and Remote Access and
Remote Access Auto Connection Manager .
Routing and Remote Access is set at Disabled and Stopped whereas yours are set at Automatic and Stopped. Try changing from Automatic to Disabled and see if you get a connection. If you fail to get a connection change the setting back to Automatic.
My Remote Access Auto Connection Manager is set at Manual and Stopped whereas yours is Manual and Started. Try changing yours to Stopped and again see if you get a connection.
If these changes don't work individually try changing both (so they are exactly like mine)
Best of luck.