In sime cases on Proxmox virtual mashines, VPN connection can not be established after activating firewall. The reason is missing necessary PPTP/GRE-NATing modules. In order to fix that problem we should activate them using modprobe utility:
modprobe ip_nat_pptp
modprobe ip_conntrack_pptp
modprobe ip_gre
Unfortunately those changes will work just till system reboot. For permanent modules activation add following lines to /etc/modules-load.d/modules.conf (each module from a new line):
ip_nat_pptp
ip_conntrack_pptp
ip_gre
