So the anyconnect client prevents forward of traffic from a VM to the VPN, which means virtual machines and docker containers which rely upon NAT won't work. OpenConnect allows you to get around this as it doesn't enforce ipfw rules upon you.
OpenConnect is a command-line client for Cisco's AnyConnect SSL VPN.
Here's how to get it set up on Mac OS X:
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OpenConnect can be installed via homebrew:
brew update
brew install openconnect