I have the same problem as the original poster. And when I open Console and choose All Messages, the following errors I got.
16/10/14 3:28:53.883 PM vpnagent[67]: Function: URL File: Utility/URL.cpp Line: 38 Invoked Function: URL::setURL Return Code: -28508150 (0xFE4D000A) Description: URL_ERROR_BAD_URL parameter=
16/10/14 3:28:55.701 PM ReceiptInstaller[671]: 3891612: (CGSLookupServerRootPort) Untrusted apps are not allowed to connect to or launch Window Server before login.
16/10/14 3:28:55.701 PM ReceiptInstaller[671]: kCGErrorRangeCheck: On-demand launch of the Window Server is allowed for root user only.
16/10/14 3:28:55.701 PM ReceiptInstaller[671]: CGSLookupServerRootPort: Failed to look up the port for "com.apple.windowserver.active" (1100)
16/10/14 3:28:55.707 PM ReceiptInstaller[671]: kCGErrorRangeCheck: On-demand launch of the Window Server is allowed for root user only.
16/10/14 3:28:55.707 PM ReceiptInstaller[671]: CGSLookupServerRootPort: Failed to look up the port for "com.apple.windowserver.active" (1100)
16/10/14 3:28:55.000 PM kernel[0]: Sandbox: sandboxd(672) deny mach-lookup com.apple.coresymbolicationd
16/10/14 3:29:03.748 PM sandboxd[672]: ([671]) ReceiptInstaller(671) deny file-read-data /private/var/root/Library/Preferences/.GlobalPreferences.plist
16/10/14 3:29:03.997 PM sandboxd[672]: ([671]) ReceiptInstaller(671) deny file-read-data /Library/Preferences/.GlobalPreferences.plist
16/10/14 3:29:04.867 PM sandboxd[672]: ([671]) ReceiptInstaller(671) deny mach-lookup com.apple.windowserver.active
16/10/14 3:29:04.988 PM sandboxd[672]: ([671]) ReceiptInstaller(671) deny mach-lookup com.apple.windowserver.active