Trying to conect Windows 10 to L2TP VPN, connection "... failed because security policy for the connection was not found

Client behind NAT devices
Solution: Modern Windows devices do not support L2TP/IPsec connections when the Windows computer or VPN server are located behind a NAT. 

If the Windows VPN client fails with Error 809 when trying to establish a VPN connection to an MX located behind a NAT, add the
"AssumeUDPEncapsulationContextOnSendRule" DWORD value to the Windows registry. This DWORD value allows Windows to establish security 
associations when both the VPN server and the Windows based VPN client computer are behind NAT devices.

 

For Windows XP:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\IPSec

RegValue: AssumeUDPEncapsulationContextOnSendRule

Type: DWORD

Data Value: 2
 

For Windows Vista, 7, 8, 10, and 2008 Server:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\PolicyAgent 

RegValue: AssumeUDPEncapsulationContextOnSendRule

Type: DWORD

Data Value: 2
 

Note that after creating this key you will need to reboot the machine. For more information, reference the Microsoft Support Knowledge Base.

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