Are you using PPTP for VPN? I am having the same issue. I cannot connect to any PPTP VPN with any device with just this model.
I have tried with multiple devices (Windows XP, 7, 8.1, iPad and Android). All can connect to the VPN using another device. None can connect with the Unite Pro.
I have tried three separate VPN providers (one for work and two personal). Cannot connect with PPTP. Can connect with OpenVPN or SSL.
I have tried four of the same model. None can connect with PPTP.
The VPN servers never see the request, indicating an issue with the network or device and not the VPN.
AT&T support says there is no issue and must be a problem with the hardware so they transferred me to NetGear. NetGear says the issue is with the software that AT&T customized for that model that is the problem and referred me back to them.
Since AT&T does not have another line of mobile hotspots, we are looking at changing providers for our company.