Peter,
Are you able to run:
select net_transport, protocol_type, auth_scheme from sys.dm_exec_connections where session_id = @@spid;
select [host_name], login_name, original_login_name from sys.dm_exec_sessions where session_id = @@spid;
...please?
The results may help explain things.
Paul
Paul White
SQLPerformance.com
SQLkiwi blog
@SQL_Kiwi