It is nonsense to render animation frames via DR generally. And even more nonsense to render them over (internet?) VPN additionally :) However, you could do the following (if you are allowed to do so):
Reference every asset to a local directory where you collect all needed assets, for example "C:\renderassets\". Retarget all paths in your scene to this directory, so that you only see "C:\rendersassets\" as path using the asset tracker (Shift+T).
Then you copy this directory once over to the far side of your VPN connection and distribute it there to the exact same location on every participating node, maybe by using a remote desktop session to one of the remote nodes. Every node should have that "C:\renderassets\" directory finally.
Now, if using DR, the remote nodes open the file and find their assets locally and the master would not send missing assets but only the scene itself.
But as mentioned, I'd use this method and Backburner to render the frames (if it is a bridged VPN where network broadcasts are possible). And keep in mind that a large amount of render data will come back the line. Maybe rising "Synchronization interval" and/or lowering "Max pixels to transfer at once" in Rendersetup -> System -> Distributed rendering helps here, settings depend on your connection speed.
Good Luck
