You are definitely not alone.
I found an article that suggested adding a registry setting to allow Windows to work with L2TP when behind a NAT which is likely the case for you. Now this setting didn't help me but I'd be interested to know if it does for you.
REG ADD HKLM\SYSTEM\CurrentControlSet\Services\PolicyAgent /v AssumeUDPEncapsulationContextOnSendRule /t REG_DWORD /d 0x2 /f
You need to run that with admin right from a command prompt or pick it apart and do it manually in regedit.
As far as I can see it is a fault somewhere in Windows 10 that was introduced as an android phone using the same wifi network can connect with no issue at all.