If you have followed the installation and connection steps but are still experiencing difficulties, please try these troubleshooting steps as listed on the following page:
The speed of your ISP (Internet Service Provider) and the bandwidth you subscribe to from that ISP. This is because the VPN works on top of your internet connection from your ISP.
The location of the VPN server you choose. The farther the VPN server location is from your location, the greater the latency will be. Try choosing a server closer to your location to get better speed.
You can also try different ports/protocols, for example UDP or TCP. Port/protocol settings can be done in the VPN client application.
Is it possible to install a VPN Client on Mikrotik?