For obvious reasons, I don't want to have this ruler either. But if I setup a rule Any TCP -> Any TCP then it says properly that the VPN is reachable. Problem number 2: Even though with the Any UDP -> Any UDP rule I can connect to the VPN, the OS X server says 'Reachability unknown'. For obvious reasons, I don't want to have all ports available. However, but if I set a new rule of Any UDP -> Any UDP (so, every connection to my IP) I can successfully connect to the network. Now, problem number 1: I cannot connect to my VPN. (I got to these configs setup by the router wizard to setup the VPN ports) So, I opened the ports listed as used by VPN in Apple documentation: I'm configuring a Mac as a server with a VPN service.
