I'm going to assume you are using SAML.
It means that one of the Okta URLs is not reachable. I am unfamiliar with Okta, but there will be an Entity ID URL or a SSO URL (or perhaps both).
Try getting those two URLs, and copy and paste them into the users browser and see what happens. You want to treieve the web page, although the web page might return an error itself since you are not talking SAML.
AnyConnect is complaining it is not able to open one of those URLs.