Workstation is domain member. When I connecting via VPN with some credentials, it stores automatically in Credential Manager with "*Session" marker. When I connecting to network shares on domain servers, workstation use credentials, stored in Credential Manager. So, because stored credentials is different from domain user account, workstation can't connect to network shares in domain. When I manually remove stored "*Session" credentials, workstation connecting to domain servers OK. So I need to disable storing passwords from VPN connections in Credential Manager because it different from domain user account.