I'm refering to this question where the final solution was
When I finally realized this, and connected via VPN to the corporate network, everything worked like a charm.
Now in same situation I'm in corporate domain using VPN, still I'm not able to run the given script. I'm getting this error
Msg 15404, Level 16, State 19, Line 1 Could not obtain information about Windows NT group/user 'DomainName\username', error code 0x5.