Test Watchguard RADIUS authentication
At this stage, you should be able to authenticate with ONE FACTOR (username and password only) to your Watchguard VPN. Please verify this is working, as a pre-requisite to continuing. Otherwise it will be very difficult to troubleshoot whether the issue is with the RADIUS setup, or the 2-factor operation/enforcement.
Once you have 1-factor authentication working, proceed to add 2-factor constraints as shown in the next step below.