Outlook cannot log on. Verify you are connected to the network and are using the proper server and mailbox name

In the office we use a SonicWall to allow remote VPN users to access local resources. For the most part it works great, allowing access to our Outlook / Exchange server, mapped drives and other important network resources.

Recently I upgraded the SonicWall to a new device and recreated the rules from scratch (rather than roll old stuff over) a few days after the upgrade SonicWall users started to experience this odd error message:

ODD OUTLOOK ERROR MESSAGE:
Outlook cannot log on.  Verify you are connected to
the network and are using the proper server and mailbox name. 
The Mailbox Exchange information server in your profile 
is missing required information. 
Modify your profile to ensure that you are using the 
correct Microsoft Exchange information service.
Image result for Outlook cannot log on. Verify you are connected to the network and are using the proper server and mailbox name. The Mailbox Exchange information server in your profile is missing required information. Modify your profile to ensure that you are using the correct Microsoft Exchange information service
At first I thought the users profile had just gone corrupt, so I deleted the Outlook profile and just recreated it and all was well in the world. However next time that particular user took their laptop out of the office the message eventually returned.  I was able to put two and two together and figured it had to do with something the VPN tunnel on the sonicwall was doing to cause this issue.
The solution:

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