I was able to get around this issue, by first connecting to through my VPN and then running Tableau as my data center domain user.
At the command line I ran (replacing DOMAIN with windows domain and USER with my username):
runas /netonly /user:DOMAIN\USER "C:\Program Files\Tableau\Tableau 7.0\bin\tableau.exe"
Running Tableau as my data center domain user, allows me to use my corporate computer to connect to our SQL Server databases in our data center domain using Integrated Security. Hope this helps someone else.