This dialog appears when Adguard fails to create a VPN connection on the device.
So far, we've identified the following situations where this can happen.
1. Custom firmware
You're using custom firmware that is missing a tun.ko kernel module needed for proper VPN support on Android.
2. Wrong firmware configuration
Firmware on the device has not been configured correctly. If the manufacturer is aware of the problem, the issue may fixed in future firmware updates.
If you have ROOT access you can restore the VPN module (tun.ko) using a special app tun.ko installer.
You can switch to the Local HTTP Proxy filtering mode in Adguard's extended settings.