VPN issue with DTLS

Firmware: 1.3.2.134

I started having an issue with my VPN related to the proxy my company is using (ZScaler). They troubleshot with me and found that DTLS was being used and not being answered. I believe they took away TLS as the fallback becuase we tested with TLS only and the problem is not there. They did packet capture and determined it might be my ISP. I'm concerned it may be my router.