Trying to connect to a VPN failed while running behind my OpenWRT router (Chaos Calmer) from a Windows LAN client.
Adding the following software package to the router resolved the issue;
The original error was;
806: The VPN connection between your computer and the VPN server could not be completed. The most common cause for this failure is that at least one Internet device (for example, a firewall or a router) between your computer and the VPN server is not configured to allow Generic Routing Encapsulation (GRE) protocol packets. If the problem persists, contact your network administrator or Internet Service Provider.
Thank you! I was starting to bang my head against a wall over this one!