A vpn of any kind can be an issue, due to the fact they can be used to bypass our country restrictions, so many known VPN, proxy and similar are blocked due to that.
Main issue here is however that the SSO page see one ip, for sake of argument lets say it sees 127.0.0.3, it then sends a login key over to the DirectAdmin server saying that "this key is valid for this account and this IP", when you are directed over to DirectAdmin it reads the key and checks the IP, however, when you end up there DA see your IP as 198.2.2.4, which does not match and thus denies the entry. Both IPs in this example is bogus.
What likely happens is that one server see the VPN IP the other see whatever you are using to connect to said VPN.
You could try loging in directly on the DA server, keep in mind though that doing so would NOT count towards keeping the account active, so you'd still need to login to the SSO for that purpose (going on to DA is not a necessary step for the login to register).
Your server is:
https://x14.x10hosting.com:2222, user name is as seen under "Quick FTP" on the SSO page, and the password *should* be the same as you use there. I say should as there has been a few cases it hasn't synced properly, mostly with some special chars being in the password.