Windows VPN gives a connection to the remote computer could not be established error.

...and then a helpful "You might need to change the network settings" suggestion.   No other details are provided by the message. 

Of course, you don't need to change the network settings.   The fix for me was the delightfully simple solution 1 on this page:

https://thegeekpage.com/fix-vpn-error-a-connection-to-the-remote-computer-could-not-be-established-in-windows-10/

Basically, delete the miniports in Device Manager then do a scan for hardware changes.  Next connection attempt worked flawlessly.