Are you trying to connect when your phone has a wifi internet connection or a 3G/LTE connection? I have had problems using the C4 app via VPN in the past when my phone/iPad was only on LTE. So I put my iPad on wifi hotspot and connected my phone to the iPad and then it would work. It seems like the app was looking for a wifi connection before letting you connect to a controller - this was a year or so but it may have been fixed by now.
Here is that thread - maybe there is something there that helps. http://www.c4forums.com/topic/14682-unable-to-connect-to-myhome-over-vpn/
zaphod's post in Control4 access via VPN was marked as the answer