When I'm trying to create a regular tunnel it says:
Error: Your IPv4 endpoint is unreachable or unstable. Please make sure ICMP is not blocked.
How can I unblock ICMP ???
No idea, you didn't provide any details to work with, sorry.
If you are lucky, and behind a consumer grade firewall/nat/router appliance, there is usually an option/checkbox to allow pings. Make sure it is set.
If your ISP is blocking ICMP, then you have to ask them. If your ISP provided you the firewall/nat/router appliance, then they should be both able and willing to help you with this. Otherwise consult the operating manual.