How to check if a VPN is installed on a computer

On a Mac a VPN can come in two forms.

The first is as a network interface visible in System Preferences. You can see one at the bottom of the left-hand pane in the screenshot below :-

The second type is run as an application. Public VPNs and some corporate VPNs run this way. All of these tend to place an icon in the menu bar to allow for connecting an disconnecting easily. Look for that.

Your problem is much more likely the firewall on computer 2. Go to the Security & Privacy preference pane in System Preferences, click on "Firewall", click on the lock in the bottom left corner and enter your password to allow changes.

Now click on "Firewall Options". You will probably find "stealth mode" enabled. Deselect it and click "OK".

Now do your test again.