If you are frustrated to get your Domain account locked while you are logged on a VPN with different credentials than your Domain credentials, then this is for you.
Edit the file %userprofile%\AppData\Roaming\Microsoft\Network\Connections\Pbk\rasphone.pbk with your favorite text editor.
All the VPN connections managed by Windows are defined in that file.
Search the string UseRasCredentials=1 and replace it with UseRasCredentials=0 for each VPN connection that gets you locked out (or just replace all of them if you are lazy).
Save the file.
Start one of the VPN connections you just changed and see you are not locked out of your domain anymore.