I suggest that you temporary disable the anti-virus and firewall.
Then, try to connect to the VPN again. If the issue persists,
I suggest that you temporary bypass the router, and try to connect.
If the issue does not occur, there are some settings on the router
causing this issue.
You need to check in your router settings the next:
Turn on (accept) port 1723 for PPTP VPN’s
Turn on protocol 47 GRE
If you have ‘VPN Pass Through’ settings in the router then you need to enable it.