Cradlepoint (Pertino) VPN and Watchguard Firewall
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If your configuration is recent and the OS level is 12.x or better, out of the box the proxies enabled should be http, https, pop, smtp, ftp & tcp/udp. The settings are quite generic and you'll want to examine the live log as you attempt to connect looking for deny's. You may need to bump up the logging in the individual policies to catch your issue. The exception(s) can then be added to the proxy creating the issue.
I use OpenVPN as a client and connect to my network so I can't help or comment on your product.
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It's still an expense for us. The only sticking point is the AD Connect which of course is awesome.