Hello @Gregor Anton Grinč ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
I understand that you have configured Point to site VPN with AAD authentication (OpenVPN auth type) on your Azure VPN gateway but when trying to connect, you are receiving an error as following "Server did not respond properly to VPN Control Packets. Session State: Key material sent".
"Server did not respond properly to VPN Control Packets. Session State: Key material sent" error generally occurs due to Incorrect AAD Tenant.
From your screenshot, I see that you have added a trailing "/" at the end of your AAD tenant, which is the issue here.
As mentioned in our documentation,
For Tenant: Add the TenantID for the Azure AD tenant. Enter the tenant ID that corresponds to your configuration. Make sure the Tenant URL does not have a \ at the end.
Refer: https://learn.microsoft.com/en-us/azure/vpn-gateway/openvpn-azure-ad-tenant#enable-authentication
So, to fix your issue, I would request you to remove the trailing "/" at the end of AAD tenant on your P2S VPN configuration, click Save and download the VPN client profile configuration files and import it to your VPN client and try connecting.
If you are creating the connection manually, then make sure you add the correct AAD tenant (without the trailing "/") on your VPN client and try connecting again.
Refer: https://learn.microsoft.com/en-us/azure/vpn-gateway/openvpn-azure-ad-client#connection
Kindly let us know if the above helps or you need further assistance on this issue.
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