This is actually a really old error that cropped up when El Capitan was released. They disabled a function the Connect Client, older versions, used. A few days after El Capitan was released, we released a Connect Client that fixes this problem. Since you're still on the older version, you should try this;
Log on to the Access Server web interface as a user. Use the 'LOGIN' option, not the 'CONNECT' option. Download the Connect Client for Mac OS X again and install it. If your Access Server is up-to-date, then your Connect Client will be brought up-to-date as well. If your Access Server is not up-to-date then this won't achieve anything. So make sure your Access Server is up-to-date as well. We're at version 2.1.4(b) now. If your Access Server is outdated, update it and then follow the steps again to download and install the updated Connect Client. If you're having problems upgrading, try submitting a support ticket by going to
www.openvpn.net and signing in, then clicking 'support' to open the support ticket system and submit a ticket there.