The sandboxes have tight security before and after the VPN connection. The security is applied on outbound communication and inbound communication. The only inbound communication that works before the VPN is established is just the VPN connection itself. Then after connecting via the VPN there are limitations due to security. SSH and RDP to most of the hosts are allowed, however, outbound communication from within the sandbox to your local network via VPN is secured down. Even after the VPN is established there is tight security.