Login Options are configured per gateway.
Edit gateway properties - expand VPN Clients on the left, select Authentication on the left
You have two choices: Allow all clients connect to the one default option, or use multiple login options with customized settings (local firewall users, AD login, MFA, combinations...). These must be identical on all gateways to prevent that error. Multiple Login Options method is much nicer, and more preferred, but the user will have to select the correct one at the time of site creation (unless you are able to push out a new trac.config to your clients). You can have different groups of users using different Login Option methods, if you wish.