Issue connecting to remote SQL Server database through VPN
I'm speculating that since you were given RDP access and a username/account to the database server, the security credentials in question are Active Directory credentials.

DBeaver on Linux likely cannot use AD credentials (unless the environment taps into AD for authentication on Linux, in which case this isn't your issue).  I don't know if trying to authenticate via SQL Authentication using AD Credentials will throw the error you've provided, but it may be the cause.  I don't use DBeaver, so again this is just speculation.

HeidiSQL requires that you check the box next to Use Windows authentication as shown below:



Your screenshot covers up this area of the window so I haven't an idea if you're using this option or not.  Regardless, the caveat here is that that the Windows machine you are running HeidiSQL on has to be on the domain in question, and you need to have logged into said machine using the RDP credentials provided to you.  Basically, if you're using a Windows machine from DomainA, VPN into DomainB, and then run HeidiSQL and check this box, you're still going to get an error authenticating because it's using the authentication token created by the account used to log into the machine on DomainA and not the account needed to log into DomainB.

Again, the errors you're showing don't necessarily mean this is your issue, but it could be one reason why you're not able to connect remotely.

To start troubleshooting differently, I suggest you RDP to the server with a client that supports NLA/TLS connections (e.g. authentication occurs before an RDP session is opened) and see if you can log into SQL Server locally on the server.  If you can log in locally, start checking other potential issues for remote connection issues and go from there.

If you provide more context in your question, I'll be happy to modify my answer accordingly as well.