Reports not working when connected to Terminal Server

SUGGESTED

One of our users connects to our Terminal server (Server 2016) remotely, running a report gives a message 

The report could not be loaded 

The Report

C:\PRO~\REPORTS\SPLAGES.REPORT (I have abbreviated this for ease)

Happen on all reports

Though if we connect via the local network through to the Terminal Server to the same profile (user),  reports run fine, i've never seen this before, all started in December

Further testing: any sage user/admin can run reports when connected to the Terminal Serve locally (UNC Path) - or via an RDP. session from there desktop.

No User can run reports if connected via VPN to the terminal Server (Home Working) - we use Net Extender to connect through a Sonicwall device for our VPN Connection

Updated Sage 50 to the latest version and made sure all tables are within the Sage Limits .

Have moved a report file to desktop, opens report designer - but not when connected via a VPN connection

Anyone have similar issues or advise