Michael Niehaus, I am not sure is I'm doing something wrong or Microsoft has changed the way to it working. I I tried to created the IKEv2 VPN but it is not showing up on logon screen; however, it creates the VPN for all user as I tried to login with two different account and I do get the VPN on both the profiles.
As you have mentioned in your demonstration video too that the main component is "-AllUserConnection" which is part of my VPN connection script. Another strange thing is that I am using same script on our old company laptops even on my machine I do get VPN connection icon on Windows logon screen :(. The current testing machine getting that script with Autopilot and I also ran that manually but still it won't create connection on logon screen.
It could be machine specific issue that is why I also tried on a VM and that same issue too.