That error message, from a quick google, looks to be entirely remote desktop protocol related, and is not a VPN error message.
So I'm going to assume that your VPN is working. At least, it is making a VPN tunnel.
At this point the best thing you can do is monitor connectivity along the whole path and try pinging the target server. See the ping leaving your client device and entering the VPN tunnel, then on the VPN server solution see the ping packet coming in and being forwarded/NATted properly, and see it arrive on the server. Then see the server responding to it and it arriving back at the VPN server and it forwarding/NATting it back to the VPN client. You'll have to use tools like tcpdump and wireshark in order to do so.
