We're currently exploring this -- the symptoms are exactly the same with both of these users, but slightly different with regard to behavior when it comes to the VPN.
One piece of access is controlled by a VPN group which I add active directory domain users into. I've already tried removing and re-adding to the VPN group - no win. So, that means that the user profile may be whack somewhere in AD, RACF and such. I'm not in identity management, so I don't know what all they do with profiles at the root; I just pull from AD and call it good.
At any rate, one of the users has been having issues with her profile in other systems as well. For that same user, we were able to replicate - just yesterday afternoon after I had posted this question - that her workstation works when someone else is logged into the VPN - and she's able to pull up reports on her profile. But, when logged in to the workstation on her VPN connection -- and even connecting to BPC with my credentials -- it doesn't work. So, that really points to it being profile/permissions related in some manner. In her instance.
For the other guy, it doesn't seem to matter who's logged into his workstation - it's not going to work. And, I brought over my laptop for him to try and he logged in to the VPN on it and then it worked beautifully for him. This points to it being his workstation.
So, we have the same symptom, but two different scenarios and possible causes. Ay ay ay.