This may happen if your network connection is temporarily disrupted or if your data connection is blocking VPN connections:
Tap the connection switch (power button) to disconnect from the connection process.
Open the Settings app and navigate to Settings > General > Transfer or Reset iPhone
Tap on Reset and then Reset Network Settings
Shut your phone down for 60 seconds and then restart your phone; once our phone is back on make sure your Wi-Fi is connected
Try connecting the app again
If you are still having connection issues after following the above steps, then it seems your current network is blocking the connection ports used by the iOS app. In such a case, you can try changing the iOS protocols to IPsec, OpenVPN or IKEv2. If using these different protocols do not work then a different VPN setup would be required.
Please try the following recommended setup instead:
OpenVPN: iOS - Installing OpenVPN Connect