SSL VPN Client not connecting Immediately after Installation

Events:

Hi,

Thank you for reaching out to Sophos Community.

Based on the event logs, the User is having an issue with authentication.

Can you also check the Firewall logs?

Try to recheck the VPN configuration and Windows Firewalls, droppacket/packet capture.

For more reference, kindly see below 

 Sophos Firewall: How to troubleshoot SSL VPN remote access connectivity and data transfer issues 

Do you have OTP enabled for the user? If yes - could that be a multi-second system time difference between client and firewall?

What I have always noticed is that the first connect using a .pro file where it loads the actual VPN profile results in an "authentication failed" when MFA is enabled. This could be avoided by Sophos.

This is an known issue: 

The issue that was preventing SSL VPN users from establishing a connection was due to the 'Simultaneous Login' setting being limited to 1. As a result, only one user appeared as active in the 'Current Activities' section.

After increasing the setting to allow more than one user, other users were able to successfully establish their SSL VPN connections.

The issue that was preventing SSL VPN users from establishing a connection was due to the 'Simultaneous Login' setting being limited to 1. As a result, only one user appeared as active in the 'Current Activities' section.

After increasing the setting to allow more than one user, other users were able to successfully establish their SSL VPN connections.