Windows 10 L2TP Error: The L2TP connection attempt failed because security policy for the connection was not found.

For Windows Vista, 7, 8, 10, and 2008 Server: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\PolicyAgent

RegValue: AssumeUDPEncapsulationContextOnSendRule
Data Value: 2

Note that after creating this key you will need to reboot the machine.

Solution found at Reddit.

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