"VPN is not configured" error on El Capitan I discovered this new annoying bug in El Capitan 10.11.2 running on a MacBook Pro Retina, 15-inch, Late 2013. 

Sometimes when I click on the VPN icon in the menu bar, I get "VPN is not configured" despite the fact that I configured three.  It is all resolved by going into System Preferences → Network, then unchecking and rechecking the "Show VPN Status in menu bar" checkbox.

Even though I can manually sort the issue each time, I would like a more robust and permanent solution.
One workaround that I found useful was to use Tunnelblick rather than macOS built-in VPN networking. Tunnelblick is open source and generally respected, and if you are able to install this software on your machine, it is a more robust and permanent solution than macOS' Networking prefpane.