Posting this as could not find a kb article that documents this problem or anything already in the forums
PSC - 8.3R1
Client - 5.3
First factor - active directory credentials
Second factor - Only allow users with a client-side certificate signed by Trusted Client CAs to sign in.
works using a browser
does not work with VPN client
Certificate must be signed using SHA-2
Was hoping all you would need is a trusted certificate but this is not the case.
Hopefully no one else will waste time logging a support case about this as I did.