My router firewall was somehow blocking the extension from finding and connecting even though Firefox itself was working fine with router firewall active. I disabled router firewall and PIA extension connected fine. I then closed Firefox and activated router firewall. After that the Firefox and PIA worked perfectly except PIA won't allow changing location unless I repeat the process of disabling-enabling router firewall. If I use the PIA Windows application this issue is not present.
Edit: The issue also occurs with Google's Chrome browser.