Welcome to Zyxel Community. 😀
Can you attach the error log when you connect the SeceExtender to USG?
Device log at “Monitor > Log”
Windows SecuExtender client log “SecuExtenderHelper.log” is located at C:/
Had the same error but just found out that if you go to Object -> Auth. Method and add the specific auth method your using (in my case it was AD) that will fix the issue.