VLC not able to play UDP multicast on Windows10

Last week I was able to play the multicast using VLC 3.0.11 on Windows 10 (latest build with latest security patches). After some new security patches for Windows 10 I am not able to play the UDP multicast MPEG2 transport stream anymore. VLC is trying to "tune" into data all the time without any success. Using WierShark I see that UDP packets are being received correctly. Using MPC-BH tool I am able to play the UDP stream on the same machine.

Using VMware tool with Ubuntu installed under it and VLC 3.0.11 I am able to receive the UDP data as well. Using the same Windows machine.

Problem is only with Win10 and VLC 3.0.11.

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