Grrr.
I've used the SonicWall Global VPN client for years, it's always worked well. After moving and setting up blinding fast new Spectrum cable service, it won't connect on either computer.
But my AT&T mobile hot spot connects fine.
I'm not technical, and this is not a networking site, but I wanted to let anyone that is searching on this error that I got it working by right clicking on the client and choosing 'run as administrator'.
Note that it has to be completely shut down. Go to the system try, right click and 'exit', then do it.