Issue connecting to remote SQL Server database through VPN

I need to connect to a remote SQL Server database of a client to do some syncing and other stuff. They use a VPN connection and have provided me the VPN address, RDP to SQL Server, username and password. * VPN Address: *... * RDP to SQL Server: ..**.* : 4001 * Username: *************gonal * Password: ********** * DB name: IS_***** What I managed to do was connect with a new VPN connection I created with the VPN address, username and password that were given to me.Worked fine on a linux and a windows machine. The main issue I seem to be having is when I try establish a connection to their DB. I use DBeaver on Linux and HeidiSQL on windows. Both give me errors, see below: DBeaver (Linux): HeidiSQL (Windows): Is there something I am missing? I'm trying everything and would appreciate any help at all. Could it be a firewall issue? Thanks in advance!