Whenever I jump out of the battle penalty, the game crashes after a few seconds and this message comes:
The game even tells you what the mistake seems to be. Obviously, the connection is blocked by a firewall.
Do you use a VPN service or a special anti-virus program?
That's off
No
What kind of operating system do you play on? And which anti-virus program do you use?
Windows 10 and garkeins
Have you ever tried to reinstall Fortnite?
When you play Fortnite for the first time, there's a message from the firewall that you have to accept. You probably rejected that then. Just reinstall the game.