Hi Andre,
Is you VPN connection stable on this PC. Is it the same VPN version installed on the other PC's. You could try uninstalling and re-installing the VPN client.
Can you check your services file on the PC having the issue and ensure sapdp02 3402/tcp, sapgw02 3402/tcp, and sapms<SID> 3602/tcp. It sounds like and issue between this services file and your saplogon.ini. Try swapping out both the services and saplogon.ini from a machine that is working.
Cheers,
Dan Mead