VPN Connection Delays

I'm having some problems with VPN connections with RDP.

When I open the RDP session the VPN is triggered but it comes back saying connection couldn't be established. Checking the VPN connection shows it still in a state of connecting and then connected not long after.

Looks like it isn't waiting long enough for the VPN connection to be established before giving up?

Tried finding a setting that might help but couldn't see anything.
Any ideas?