It is curious that your messages log is empty, mine is full of kinds of stuff.
I check VPN access to my clients' systems using the log viewer in server-manager. If you view the messages file (assuming you have data there, of course) and filter on pppd, it will show you the VPN entries.
Checking who is accessing your system via VPN is good administrative housekeeping, but I think it would be easier for us newbies if there was a documented list of things we should be keeping a lookout for. Has anyone seen/wrote one?
Regards
Pete