The problem is Cox only allows you to watch some content from your home devices .This has to do with agreements between Cox and the content providers. Part of how it does this is by looking at the public IP the request is coming from. When your behind a VPN, you are going through a different IP which Cox see is different then your home address. Your bank doesn't care where you access the website. Cox does. That is the difference. Glad you were able to get to the bottom of it.