To fix the no internet connection warning after upgrading to Windows 10 version 2004:

Open Windows Search.
Look for ‘Registry Editor’.
Open Registry Editor
Navigate to “HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\NlaSvc\Parameters\Internet”
Modify “EnableActiveProbing” and change the value from ‘0’ to ‘1’.
EnableActiveProbing
Click on ‘OK’.
Close Registry Editor.
Restart your computer.