If you guys having this issue, I have solid answer base on my environment.
For those using RemoteIPSec via sophos connect and having issue with: IKE UDP port block, that means you try to establish the connection with 4G external/modem or router. To solve this, login to the portable modem/router and go to port forwarding/virtual host. Add the port number to allow UDP (500 & 4500). Point the connection to the interface IP of your firewall. Thats pretty much it. You should able to connect without the issue.
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