Im trying: sudo /Users/oliver/Desktop/vpn/natvpn.sh

Getting command not found: sudo: /Users/oliver/Desktop/vpn/natvpn.sh: command not found

Can't seem to figure out how to fix it tried a lot of fixes on forums but no luck.

whereis sudo returns: /usr/bin/sudo

echo $PATH returns: /usr/local/bin /usr/bin /bin /usr/sbin /sbin /opt/X11/bin

I'm on mac os 11.2.3

What could be causing this and is there a fix?