Windows 10: Cannot connect to our company's Exchange server after upgrading to W10

I upgraded to Windows 10 (from 8.1) begin of last week and since Outlook 2013 on my system cannot connect to our company's Exchange server anymore, at least not while on the "internet". If I'm inside the company network or I connect via VPN everything works fine. Before that I was able to connect from "anywhere". *Sad

The network and firewall people claim, they haven't changed anything. It might of course simply be a stupid coincidence, but I think that is quite unlikely, so I suspect, that the Windows 10 upgrade brought some change in networking, connection setup, encryption, authentication or whatever that now prevents me from connecting to the Exchange server from outside our company network.

Being disconnected from Email (or requiring to always be connected via VPN) is a nuisance. Any ideas or suggestions what could cause this and how to remediate this?

:)

 

APN and Proxy

Our Company make use of their own APN. By selecting the APN as my Internet connection I can setup Active Sync to synchronize directly with our exchange server on my HTC S710. Because it is a Smartphone the connections options are limited. So to browse
the internet I need to tell IE to make use of the Work connection which is configure with my service provider and the I can browse the internet as well as sync Exchange. But when using applications like MSN Live or Leaf Locate I cannot make a connection because
these programs by default use the Internet connection, and in this case are configured to use our companies APN. The company uses a proxy /firewall server to connect to the internet, so if someone can help met in setting up a proxy on my Smartphone (WM6) I
can make these applications to use our internet connection

 

Windows Phone connection to Exhange not possible (80072F06)

It's ridiculous.... What we know is that when I am using iphone or android phone, we can connect our Company's exchange server without bothering our IT people and when I am using a Windows Phone, I have to beg our IT people to offer help and further more,
they find they cannot solve this silly 80072f06 problem at all.

It is my phone, and it is our company's email system, pls let me and my people to judge what is secure or not.