By retesting the VPN service with different servers and protocols, you can rule out any potential problems with the firewall. If the VPN service works without any issues, then you know that the firewall is likely the issue and a reconfiguration or replacement will be the appropriate fix.

• From System Preferences go to the Security & Privacy section.
• On the Firewall tab, click Lock icon on the left bottom to enable changes.
• You will be asked for your macOS admin account password. Unlock it to continue.
• Now click Turn off firewall button to disable your system's firewall.

That's all, the internal firewall of macOS is now disabled.