Well this has happend to me also after the windows 10 1903 update june 2019.
Home VPN connects to my server SSTP.
When you try connect from bottom right and connect to my VPN, it stays on the 'Connecting to...' and doesnt budge. If you goto network and internet settings and choose VPN and connect there, it connects but the settings must be different because I loose
internet but connect to my network.
So because this has been happening after this update, it must be the cause! Other people have reported similar and also different problems to mine.
I have removed vpn and set up again from scratch. Checked firewall and has this 443 port open and allowed and set up for my policies remote users, computers etc.
So a fix is needed. I removed the old windows installation when I updated. Stupid me eh? Im gonna try a restore?? Probably will not work.
Bloody typical!
I use SSL VPN connection. Not sure if others have different issues due to their VPN type i.e L2TP or IKEV2.
EDIT: I can ping my server name and IP address so there is a connection going through at both ends! Remote desktop works without VPN because Im on the same network at home.
POSSIBLE FIX:
I today ran updates again and found a net framework cumulative update and adobe flash update. I checked and now I can connect with no issues. So maybe run updates again after 1903 and maybe could be a fix something to do with NET framework?
NOPE CAN ONLY CONNECT VIA CONTROL PANEL BUT NOW HAVE INTERNET WORKING AS WELL. UH!