Apple - How can I read the log when I fail with VPN
Whether you choose L2TP over IPSec or PPTP for your settings, the log file is located at:
/var/log/ppp.log
If you want use terminal to view your log file you can do following:
vim /var/log/ppp.log
tail -f /var/log/ppp.log (if you want see end of file)
less /var/log/ppp.log (if your log file was huge and want to see page by page)
For completeness, I'll add a way to view the log in the GUI.
Open the Console utility, select Show Log List from the toolbar (if it isn't already shown), then select FILES > /private/var/log > ppp.log from the sidebar.
On macOS Catalina, the toolbar reads "Log Reports", then ppp.log