This error indicates that the phone is unable to connect to the VPN server. Possible causes include:
Your server may be unavailable. Try a connection using a PC.
You're connected to a network which uses NAT. If you're connected to a Wi-Fi network, the router needs to support "PPTP pass-through", since your phone's IP address is not a public IP address and ...
Go to Settings. Select VPN. Turn on the VPN status. Select + to add/create a new profile.
server name: Enter DNS Name from https://www.perfect-privacy.com/german/member/server/
type: L2TP with IPSec
connect using: user name+password+preshared key
user name: your vpn account
password: your vpn password
preshared key: Enter IPSec PSK from https://www.perfect-...
The same Microsoft article you linked to lists a number of third-party SSL VPN plug-ins for Windows Phone. The list is near the beginning, in the "VPN tunneling protocols" section:
On Windows Phone 8.1, SSL-VPN methods are only supported via “proprietary” vendor plug-ins. These plug-ins need to be installed on the phone in order to connect to third-party ...