Kaylus,
Please confirm that we correctly understand problems you are experiencing.
Windows 8:
Problem with hanging connection without even getting a auth dialog happens only when connected via VPN?
When connected directly connection is authorized but session not displayed, disabling UAC fixes that and
you can start session?
Windows 2012:
When connected via VPN can you see Windows Login Screen but after providing credentials it hangs?
Next time you connect via VPN a session fails with ‘Error is 5: Input/Output Error’ ?
Can you correctly start a session when connecting directly, without VPN?
Can you tell us what kind of VPN are you using?