Problem SSAS live Connection-We couldn’t connect to the Analysis Services server because time out

Hi,

I am trying to make a live connection to a SSAS frm Power BI Desktop, but i get this error: "We couldn’t connect to the Analysis Services server because the connection time out or the server name is incorrect".

When i do an import, everything works fine, and i use the windows credentials of a user who have access to the OLAP Cubes. 

When i try to connect from Excel, i can access the OLAP Cubes and see the information.

The conecction to the SSAS i do through a VPN from my computer to the SSAS domain. 

What could be the error?

Thanks