I was having a similar issue. I work remote, but have a local office and two company machines - Computer A (desktop) and Computer B (laptop). I do almost all of my work on Computer A, which physically sits at the office and is on the local network.
I installed Fences on Computer A and Computer B while working remote.
While working remote on the VPN with an remote desktop session into Computer A from Computer B: I receive the error message on Computer A, but everything works on Computer B. I tried the purge and reinstall multiple times for Computer A via the remote desktop session, but I continue to receive the error message.
Yesterday, I was at the office and decided I needed to do a purge and reinstall on Computer A while signed into Computer A. However, before I did that, I just tried it and everything worked perfectly and there was no error message. I had Computer B with me, I plugged that into the company network and accessed Computer A via remote desktop (with no VPN) and everything still worked!
Today, I am remote again accessing Computer A via a remote desktop session with Computer B. Everything again is working on Computer B (always did), but now I am receiving the same error message on Computer A.
So things seem to work over VPN and things seem to work via remote desktop, but when utilizing remote desktop via the VPN I seem to get the error. I don't know enough about how this stuff works to understand why this would be, but I thought it may be helpful.