Please take a look at this article below from Microsoft.
If you see the option greyed out, please disable it via registry and reboot
Computer\HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\DeviceGuard\Scenarios\HypervisorEnforcedCodeIntegrity to 0
If that still does not help, you can test with the SonicWall Mobile Connect application.
How can I configure SSL-VPN connections using Mobile Connect on Windows 10? | SonicWall
This article explains the download and configuration of an SSL-VPN connection using Mobile Connect for Windows 10. Mobile Connect is the recommended VPN Client for Windows 10.