RAX120 Issues using Windows VPN connection

Hi, Just bought a Nighthawk RAX120 and setup was very easy and quite impressed with boost in speeds and no lag-time on devices. But I ran into one HUGE problem yesterday and spent 90 minutes with NG support and got nowhere...

I work remotely and need to connect to my work's server using a VPN connection -- I use the Windows 10 VPN connection ( I had a TP-Link router before with no issues). But it would not work with the new RAX120 router. Turning off firewall and anti-virus didn't work. Following steps in other threads about VPN passthrough didn't work either. Setting port forwarding for PPTP ports 1723 didn't work. Setting the router as DMZ server didn't work. Deleting the connection, restarting the PC, and creating the connection again didn't work either. Nothing did. But as soon as plugged back in the TP-Link router, VPN connected with no hiccups. Same with plugging directly into the modem with ethernet. So it is definitely some setting that no one knows how to configure on the RAX120 router. And NG support ended the call with "sorry, we tried everything. But thanks for purchasing and good luck". So I thought I would try the community here for one last try before I return the router.

When I attempt to connect, the connection goes to "Verifying Username and Password", that message disappears, and then hangs for about 30 seconds and then finally pops up this error message:

"The VPN connection between your computer and the VPN server could not be completed. The most common cause for the failure is that at least one Internet device (for example, a firewall or a router) between your computer and the VPN sever is not configured to allow Generic Routing Encapsulation (GRE) protocol packets. If the problem persists, contact your network administrator or Internet Service Provider."

Any suggestions or thoughts? Thanks in advance!