I'm going mad trying to figure this out. So connecting from the menu bar wasn't doing anything for me. I typed this into the Terminal substituting all the variables to try to debug my issue:
sudo "$VPN_EXECUTABLE" -u "$VPN_USERNAME" -i "$VPN_INTERFACE" "$VPN_HOST"
>>> /private/etc/sudoers.d/openconnect: syntax error near line 2 <<<
sudo: parse error in /private/etc/sudoers.d/openconnect near line 2
sudo: no valid sudoers sources found, quitting
sudo: unable to initialize policy plugin
sn0w ALL=(ALL) NOPASSWD: /usr/local/bin/openconnect
sn0w ALL=(ALL) NOPASSWD: /usr/bin/killall -2 openconnect