@Bo Zhao Please see if this resolution may help you with the above issue- https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-troubleshoot-vpn-point-to-site-connection-problems#the-network-connection-between-your-computer-and-the-vpn-server-could-not-be-established-because-the-remote-server-is-not-responding
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
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