If you are on Windows 10 and are trying to connect to an L2TP server behind a NAT, then you will find that it will not work due to how Microsoft has set up their IP stack. If you are on a Mac then it will work ok, but not on any version of Windows and a change is needed in the registry according to the below link:

https://support.microsoft.com/en-gb/help/926179/how-to-configure-an-l2tp-ipsec-server-behind-a-nat-t-device-in-windows