We are unable to connect right now. Please check your network and try again later.

We have a Project Manager (with appropriate license) who is attempting to connect Project Professional 2016 to Project Online through a VPN connection.  All of the other Project Managers have had no issue, but this user is getting the error "We are unable to connect right now.  Please check your network and try again later."  I have checked (and double-checked) his account properties and the URL is correct.  Has anybody else run across this before?