Thank you for your feedback. It's about Thinpro Version 5.2 on the model T520 or Thinpro 3 for t5550. We use a custom RDP connexion xfreerdp, but we have had the same problems with the browser connection or RDP included in the Thinpro package. The problems are only through VPN when we used any Thin CLient, but not through desktop PC on Windows with RDP connexion (so its not a probleme with our internet connexion between sites). We have changed the the MTU too, but nothing changed.
Inside our network without VPN we have not this problem with the same Thin client, for that we think is samething linked with the Thinpro trought VPN.