This is one of those random WTF kind of issues that I run into when trying to connect to Coke’s Sharepoint servers while not on VPN. I think I have finally found a nice workaround which is painfully easy.
Instead of clicking the option to open a site via the icon or File->Open Site simply use File->Open instead. Here enter the full path to the site/subsite you are trying to open. Worked like a champ for me!