First try the following KB articles related to the error message "Critical error: Unable to establish a connection. No such host is known":
https://support.quest.com/kb/149943
https://support.quest.com/kb/126555
If afterward the issue persists, verify if there's a reverse DNS zone for the VPN that includes the AA server IP. If not, add it and then wait some time for the changes to replicate and take effect. Then try to launch the AA Console again to see if it can now connect to the server while on a VPN.