The VPN connection may not have exposed the Shared folders/files access to you or your group.
To know that you have access to the folder over VPN, please connect to VPN and paste the MDTools library path in Windows Explorer. If you are unable to access, please contact your IT Team.
If you are able to access from Widows Explorer, then check with MDTools.
Check if the MDTools library path has the Complete Network path. Mapped paths are not supported.