This may happen if your network connection is temporarily disrupted or if your data connection is blocking VPN connections:

Step 1: Disconnect

Tap the connection switch (power button) to disconnect from the connection process. 

Step 2:  Reset Settings

Open the Settings app and navigate to Settings > General > Reset

Step 3: Reset Network

Tap on Reset Network Settings

Step 4: Power Down

Shut your phone down for 60 seconds and then restart your phone; once our phone is back on make sure your Wifi is connected

Step 5: Connect 

Try connecting the app again

If you are still having connection issues after following the above steps, then it seems your current network is blocking the connection ports used by the iOS app. In such a case, you can try changing the iOS protocols to WireGuard, IPsec, OpenVPN, or IKEv2. If using these different protocols does not work then a different VPN setup would be required. 

Please try one of the following recommended setups instead:

OpenVPN: iOS - Installing OpenVPN Connect