If you incur in the TOO_MANY_REDIRECTS errore while opening a VPN application from the portal, you should check if you properly configured the protocol and port.
In fact, if the service you are trying to connect is configured to automatically upgrade an incoming HTTP connection on port 80 to a HTTPS connection on port 443 while you configured the VPN application to land on port 80, then you will enter a redirect loop eventually ending with TOO_MANY_REDIRECTS error.