There might be a simpler and better solution though. The above may still be technically right.
As far as I get it, You want to take Your work laptop home, vpn into the company and simply use the ubuntu rig as large screen (plus inputs).
In this scenario, no blocking should occur as vnc traffic won't traverse the company firewall or vpn software. It would be another thing if Your laptop were locked down, but I don't suppose so, as You are able to install software and alter settings.
For the solution I was writing in the intro:
I had a similar case. I decided, VNC used to much bandwidth and was too unresponsive with the large screen, so I enabled Terminal services (remote desktop) on the xp laptop, enabled internet connecion sharing from my wireless internet and allowed terminal services in windows firewall (only for the ethernet port, not for any outgoing connections, esp. wireless).
On ubuntu, the network is detected automatically and i simply use tsclient to connect to a real windows session on the laptop. Even the windows login is done on the ubuntu rig, so i can let the lid of the laptop closed. The ubuntu rig is like a thin client to the xp laptop so to speak.
Be advised that terminal services, especially when used with weak windows passwords, poses a security risk if exposed to open networks. In my scenario, the ethernet port is not in use except for the remote desktop connection. I did not have any problems in 10 Months of use. Also, logins without passwords can't be accessed through terminal services, which may mean, that You have to give login passwords if You haven't. The upside is that You can use a different Login/user for the remote working if You might. I'm running 1920x1080 on a laptop that has a max resolution of 1400x1050, so I made some changes.