So I created a command that works from in my terminal...
osascript -e "set pid1 to do shell script \"wg-quick up mullvad-us2 > /dev/null 2>&1 &\" with administrator privileges"
Basically it asks me for Touch ID (to get administrator privileges) and then connects to my VPN. This works fine when I run it in bash.
When I put it into Alfred, it asks me for Touch ID and then doesn't work. Any ideas why?