the fact that a VPN worked, indicates that your IP address was being blocked by the website. That means it's really not a Cox issue, but a problem that your credit union has to get resolved by their web site host.
I’m certain it’s an sdccu issue. However, speaking to someone to get it resolved is where I’m coming up short. They assured me they spoke to their IT dept but the gatekeepers won’t let me through to speak to someone to confirm or who can actually help.