In this paper, a novel proactive computing and mmWave communication for ultra-reliable and low latency wireless virtual reality (VR is proposed. By leveraging information about users' poses, proactive computing and caching are used to pre-compute and store users' HD video frames to minimize the computing latency. Furthermore, multi-connectivity is exploited to ensure reliable mmWave links to deliver users' requested HD frames. The performance of the proposed approach is validated on a VR network serving an interactive gaming arcade, where dynamic and real-time rendering of HD video frames is needed and impulse actions of different players impact the content to be shown. Simulation results show significant gains of up to $30\%$ reduction in end-to-end delay and $50\%$ in the $90^{\textrm{th}}$ percentile communication delay.