That helped:
Change DNS Server correctly= https://support.microsoft.com/eu-es/help/15089/windows-change-tcp-ip-settings

To this parameters:

IPv4:
Primary DNS - 8.8.8.8
Secondary DNS - 8.8.4.4

IPv6:
Primary DNS - 2001:4860:4860::8888
Secondary DNS - 2001:4860:4860::8844

Should the problem still exist, try those:

Primary DNS to 84.200.69.80
Secondary DNS to 84.200.70.40
FYI these are Googel DNS Servers.

If it still exists scroll the web there are a few other options that might help.

If nothing helps contact R* by a Ticket which you can generate at the main Social Club website.
I had direct contact with R* Support and they where really helpfull and friendly!!!