Too many types of VPN - for example:
2) Native IPsec
3) IPsec encapsulated in UDP
The first two generally need the router to assist, in many cases "VPN passthru" or similar options need to be enabled. My clients use 2 only, which is the hardest to get working. Older Cisco VPN uses 2 only, but newer and "AnyConnect" can use 4.