Start regedit.exe with administrator privileges.

Browse to the following registry key:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\PolicyAgent

Create a DWORD (32 bits) value with the name: AssumeUDPEncapsulationContextOnSendRule

Give this value of 2

This key can contain the following values:

0 – A value of 0 (zero) configures Windows so that it cannot establish security associations with servers that are located behind NAT devices. This is the default value.

1 – A value of 1 configures Windows so that it can establish security associations with servers that are located behind NAT devices.

2 – A value of 2 configures Windows so that it can establish security associations when both the server and the Windows based VPN.

Client computer are behind NAT devices.

Close all applications and reboot the machine.

Or run this command elevated

REG ADD HKLM\SYSTEM\CurrentControlSet\Services\PolicyAgent /v AssumeUDPEncapsulationContextOnSendRule /t REG_DWORD /d 0x2 /f