It’s most likely caused by your firewall or internet router blocking your connection.

Try these steps...
  1. Most routers have an option in the security settings called "VPN Passthrough" which needs to be enabled. Click here to search for a guide for your router on portforward.com (you can enter your router model in the google search box).
  2. Temporarily disable your firewall on your computer and see if the VPN now connects. If the firewall was causing the problem you will need to allow the ports and protocols listed below.
If you need to manually change your router or firewall settings to allow the following ports & protocols then allow:
  • UDP port 500 (for Internet Key Exchange (IKE))
  • UDP port 4500 (for IPSec Network Address Translation (NAT-T))
  • UDP port 1701 (to allow L2TP traffic)
  • IP Protocol Type=ESP (value 50)