User appears to have different file and folder permissions over VPN!!!

Hi Folks,
This has me stumped and I need to resolve before Monday.

I have a Single Server 2012 R2 Essentials box (upgraded to Standard as we went over the 25 user count) It has an SSTP VPN service that has been operational for some time. We are about to apply some Security Groups to control how various teams and individuals access folders on the server. No problem you would have thought.

Well I have discovered that if a user (Lets call her Vanessa) is logged in directly on the domain (on site through a PC)  then my permissions are honored. If Vanessa logs into the domain (remote PC through a VPN) then the permissions are not honored.

So if I have a folder structure of \\Server\ShareName\Folder (E:\SharedFolders\Folder on local server) with permissions for CreatorOwner, System, a local Admin and Administrators Group. When Vanessa (Standard user) accesses \\Server\ShareName\Folder when logged in locally on the network, she is presented with the 'You don't have permissions . . .' message. Where as if I log in as Vanessa from my PC over an SSTP VPN then I can access that folder.

Can anyone through any light on this??
Does the VPN service use a proxy that needs to be setup to use the authenticating users details ?? All of the reading I have done so far says that the VPN authenticated user has the same permissions on the server as when authenticating locally.

Help . .  running out of time !!!!

Regards