I assume you mean macOS 10.14.3 (i.e. Mojave)?
This sounds like the relatively new security improvements where the operating system will not load a kernel extension until you authorise it to do so in the "Security and Privacy" preferences pane inside "System Preferences". Unfortunately, I believe the prompt to load the extension only appears for 30 minutes, and it may only appear the first time you try to load the extension - https://developer.apple.com/library/archive/technotes/tn2459/_index.htmlhas more information.
My suggestion would be to try launching the VPN connection again, and immediately after you do so, open the "Security and Privacy" pane; if the prompt appears then accept the prompt and everything should be fine. If macOS is not showing you the prompt a second time then there are complicated procedures for forcing the OS to prompt you again, which are already well documented via Google results.