Complain to Cyberghost, they’ve been submitting fixes for their service recently, so you should at least check you’re using the latest files.
To me this looks like it’s connecting but taking too long to become active/resolve the DNS. They can determine why this is and what to do about it. Other providers don’t have this issue.
I can confirm that with CG TCP connection finally works. TCP & UDP not, UDP also not.
I've downloaded new configuration files from CG website, TCP connection and premium servers G4. Transferred to the Pi the client.key and client.crt. Followed the assistant and put the connection to TCP. Now I have incoming traffic from the tunnel, before 0 bytes.