Hello Charles Moore (Charles.Moore),
Thank you for posting in Microsoft Community forum.
Based on the error message you provided, it sounds like the issue may be related to HTTPS ports being blocked by a web proxy. One potential solution could be to try disabling the web proxy on the affected clients, as the error message suggests.
If that doesn't work, you may need to check your network configuration to ensure that the necessary HTTPS ports are open and not being blocked by any firewalls or other network security measures.
If possible, we recommend that you choose a different VPN to try to connect to see if the problem persists.
I hope the information above is helpful.
If you have any question or concern, please feel free to let us know.
Best Regards,
Haijian Shan