Hello,
This error is usually due to some Conditional Access policy. In some cases, there may be certain account or system restrictions such as preinstalled certificates, token usb key, geographical location, etc... that will be needed to log in. Basically the error 53003 means that your authentication was correct, but there are other requisites not met.
The suggestion is to check with the administrator of the VPN server. For reference you can read the next article: https://learn.microsoft.com/en-us/azure/active-directory/conditional-access/troubleshoot-conditional-access
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