The fact that RDP is working and PCOIP is not working most often (in my experience) points to losing that PCOIP traffic somewhere and since everything works all the way through from your home external network / ISP it seems unlikely that any issues exist at and/or past your Security Server. I would actually expect that if there was anything blocking it, that it would be on your internal business ISP network.
As for the DNS entries, if I'm understanding your setup right then I can't see why it would cause any issues offhand. Still, if you have the option to test using only one entry it wouldn't hurt.
~Brandit