Unable to log into the server as a windows authenticated user

In a first instance you should check if your VPN is working accordingly, refer to your internal IT for that.
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If the VPN works fine then we need to determine what was done before getting the error message. This issue can happen in the case that you performed a password change recently and due to server delays it wasn't yet picked up on the server, reason why you're not granted access. Leave it for up to 30 minutes then try to log in again.