So just another update after reading the above posts.
It appears to only be an issue with the Marvel Wifi in Surface Pro and Surface Pro 2. I have my Dell Venue 8 Pro her and it works just fine with Windows 8.1 and the Wifi chipset in it. Also works fine on my desktop under Windows 8.1
Sonicwall support also gave me the same advice, uninstall 4.8 and go back to 4.7.3. I haven't tested this but I believe it to work, when you install 4.8 it updates the DNE/IPSEC driver, and when you uninstall it, those files stay installed. Then when you install 4.7.3 it doesn't over-write them, so you are getting a hacked installed basically, 4.8 DNE/IPSEC driver and 4.7.3 app/UI.
I'm sure Sonicwall will issue another update soon.
On the SSL-VPN thing, I have SSL-VPN setup fine and works great using the Android app on port 4433. I tried the trick of moving SSL management from 443 to something else, then changing SSL-VPN to 443. I was still not able to connect, when I try IP or IP:port it states "Not a sonicwall SSL VPN server' or similar message. And I see NOTHING in the active log coming in. Any other ideas on that?