Is the work connection the same one as used for the computers? Do the computers need a proxy configuration done in order to get to the internet? If so, therein lies the problem - you need to get the phone configured in a similar manner to the PC in order to route traffic through the proxy.
Personally - if it's not a work-provided device, I'd avoid the internal WiFi (which the proxied connection is) and use an available guest network or just stay on mobile data.
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