VPN stops working when using my iMac as an external display to my MBP

I have a mid 2010 MBP and late 2009 iMac, both running Yosemite 10.10.3. I recently got a mini-display port to mini-display port cable in order to use the iMac as an external display for work projects. I run VPN through a program called 'BIG-IP Edge Client' on my MBP (primary) and it runs fine on the MBP. However, as soon as I put my iMac into external display mode it quits unexpectedly. When I attempt to log-in again to my VPN, it says it will not connect. I've searched online and can't seem to find anyone else with this issue or any possible solutions. Does anyone have any ideas on how to fix this? Or know why VPN would quit when it detects an external display? Any help would be greatly appreciated!

*Edit:

This is the error message that I receive from my VPN client when I try to reconnect while the Imac is in external display mode.