Always on VPN with Sophos UTM SG330?

Situation:

We now have many users working remotely that don’t need resources on the private network – everything they need is cloud based.

Therefore they have no need to make a VPN connection to do their work.

The Windows 10 AD-member PC ends up not having “phoned home” for weeks  - this does not play nice with SCCM, GPO, Active Directory, etc.

The Desired End Result:

1. Remote user powers up managed Windows 10 PC
2. In the background before user logon, software will:
   1. Check for private network  connectivity – “am I in the office?”.
   2. YES – go to Step 3.
   3. NO – establish a VPN connection, then go to Step 3.
3. User logs in – SCCM/Software Center, AD user & computer accounts, GPO, etc. get refreshed A-OK.

We have an SG330 running fully licensed UTM9.x - is there a way to to accomplish this with any compatible VPN client?

Thanks & have a great day!