Default [Q] Unable to install or trust any VPN application.

I've been using Hotspot Shield to access other countries' Play Store since I've bought this phone. After some time of absence from using the VPN, I tried last night, and I'm unable to check the box "I trust this application". It is not greyed out even. So, I uninstalled the app and tried to install it again. Now I can't even install any VPN app ezcpet OpenVPN. I don't have Lux Brightness app or any other app like that installed. The phone is not rooted. Can anyone help me on this matter?

Model: Nexus 5
Android version: 4.4.3
Build number: KTU84M