Problem with Counter Strike Global Offensive

Is this for both casual and competitive? If so, I suspect you are being blocked by a firewall. Either on your computer or at your router.

The easiest way to determine if this is the cause (before putting in a permeant, correct fix) is to turn off the firewall on your computer (this differs between Mac and Windows). Try the game. If the problem persists, try turning off the firewall on your router (do not leave this off, turn it back on right after testing regardless of result). Note that some routers may not have this option but how to do it would be in the manual of your router. You'll need admin access too.

Turn both back on.

If turning off either of those allowed you past the problem, you need to identify the ports that CS:GO uses and open them.

Writers Note: I'm aware this this shouldn't be needed (as most firewalls should allow such traffic) however, it's a logical conclusion based on the info we have and worth the OP following up on.

Alt-F4 doesn't work for me either and I'm on a normal computer. But I'm not sure if Alt-F4 is supposed to work - CS games for years now used F10 to close the game and this works for me.