So you are going out through WinGate to the VPN host on the internet? ie the VPN client is on the LAN behind WinGate? Can you connect to this VPN directly from the WinGate machine? If you can't ping the VPN host's IP address it's not too surprising that you cant connect to it. Can the WinGate machine ping this IP address?!
I am having the same problem.
I am able to connect and ping to MS VPN server directly from the wingate machine, but not the client. However, the client does not have problems when browsing the web.