I could reproduce this issue by connecting to a server that does not exist. Please check if the VPN host is set correctly and the VPN port 1723 is open/reachable.
I used Nethserver 7 as firewall router and just forwarded port 1723 to my Windows server 2016 that provides a PPTP VPN server. I had to set VPN security to MSCHAPv2 only on the Windows server and on the Ubuntu 18.04 client I had to activate “MPPE”. Now VPN connection via mobile phone hotspot from outside is working.
No GRE forwarding or changes in shorewall are needed because a PPTP and GRE firewall helper module should be loaded.
I am not using any alias IP, maybe this is a problem?
NS6 should support GRE too:
[root@neth69 ~]# lsmod | grep pptp
nf_nat_pptp 4365 0
nf_nat_proto_gre 2772 1 nf_nat_pptp
nf_conntrack_pptp 11462 1 nf_nat_pptp
nf_conntrack_proto_gre 6619 1 nf_conntrack_pptp
nf_nat 22708 12 ipt_REDIRECT,ipt_NETMAP,ipt_MASQUERADE,nf_nat_tftp,nf_nat_sip,nf_nat_pptp,nf_nat_proto_gre,nf_nat_irc,nf_nat_h323,nf_nat_ftp,nf_nat_amanda,iptable_nat
nf_conntrack 79601 35 xt_connlimit,ipt_MASQUERADE,ipt_CLUSTERIP,nf_nat_tftp,nf_nat_snmp_basic,nf_conntrack_snmp,nf_nat_sip,nf_nat_pptp,nf_nat_irc,nf_nat_h323,nf_nat_ftp,nf_nat_amanda,nf_conntrack_amanda,nf_conntrack_sane,nf_conntrack_tftp,nf_conntrack_sip,nf_conntrack_proto_udplite,nf_conntrack_proto_sctp,nf_conntrack_pptp,nf_conntrack_proto_gre,nf_conntrack_netlink,nf_conntrack_netbios_ns,nf_conntrack_broadcast,nf_conntrack_irc,nf_conntrack_h323,nf_conntrack_ftp,xt_helper,xt_conntrack,xt_CONNMARK,xt_connmark,iptable_nat,nf_nat,nf_conntrack_ipv4,nf_conntrack_ipv6,xt_state