Giles, it seems that your client is in the different domain from the server when you use VPN. If somehow you can join your client to the server's domain when out of the office, you can run the command prompt as the domain user and try to connect through the first sql command you used.
If there is no way to join the same domain when out of office, one possible workaround is to create a local user of same name and password as your domain user on the client; run your command prompt as this local user and try the first sql command.