Hello @Daniel Teran ,
I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others", I'll repost your solution in case you'd like to "Accept" the answer.
You were unable to connect to Azure VPN on Mac using the Certificate authentication. If you generate a PKCS12 certificate with OpenSSL pkcs12 command without '-legacy' option, Mac won't accept the password for certificate during import. Mac accepts the password when the certificate was generated with '-legacy' option, but when you connect to VPN, you get instantly disconnected less than in 1 second.
The issue was resolved after generating second root certificate and uploading it to Azure VPN gateway. Now both the old client certificate (it wasn't revoked) and new certificates are working. It seems like a temporary glitch.
If you have any other questions or are still running into more issues, please let me know.
Thank you again for your time and patience throughout this issue.
Please don’t forget to close the thread by clicking "Accept the answer" wherever the information provided helps you, as this can be beneficial to other community members.