There are few quick steps that can help you troubleshoot the connection issues:
Make sure you have internet connections(Wifi or Mobile network).
Make sure your VPNX is the latest version and try different servers to connect, you may also try a different protocols.
Reboot your phone and retry the connection.
If these methods all failed to resolve your connection issue, please go to your menu and use “Network analysis” button to send us a report and contact us via customer support chat so we can further assist you.