Síce staré, ale asi stále aktuálne. Čize kontroloval by som nastavenie tej VPN, DNS.. vyskúšal ping na IP, ping na hostname, connect na mssql
https://social.msdn.microsoft.com/Forums/en-US/5313f401-5373-4428-9811-ffefba1fbfc3/cant-log-onto-sql-express-over-vpn-with-odbc-datsource?forum=sqldataaccess
https://stackoverflow.com/questions/669372/not-connecting-to-sql-server-over-vpn