@Bud @FriederDaeublin
tl;dr remote into a workstation that's on the local network
I think in this context a 'jump server' may not be a great term to use, or maybe I don't understand the proposed use of it. I think just 'remote workstation' is the best answer. I get the impression that in other contexts, jump servers usually do not focus on having graphics processing specs and are likely more about IT accessing different networks that are otherwise locked down, and using utilities for managing <waves hands> IT things. This may be isolated in specific ways to only allow access to specific things behind the network and minimize an 'attack surface' for malicious entities.
Essentially what is needed here is for you to be able to 'remote into' a machine that is already behind the network, on hardline ethernet with the most 'direct access' and minimal latency possible to the windows network share or database that you want to access with ArcGIS Pro. Even if your machine is in the office, your IT network infrastructure may have components that are offsite or otherwise have some other kind of network or I/O bottleneck so it's hard to say what the 'optimal' setup would be.
This remote workstation could potentially be a PC tower with decent specs stuffed into the corner of a server room or under a desk that is 'headless', i.e. doesn't even need to have a monitor and keyboard plugged in. It certainly could also just be a normal workstation setup that is used normally, but also used to remote into. This is how I was set up before getting a laptop and being forced to give up my workstation. I now soreless miss my workstation and I'm suffering from these VPN issues when using the laptop remotely.
Your remote machine (laptop or PC at home?) would essentially just act as a 'terminal' to access this other machine and perform your ArcGIS Pro work on it. With this method, the potential bottleneck becomes the frame rate or maybe mouse lag of your remote session, or specs of the remote workstation, rather than I/O or network latency with the data. With a good network connection and good remote desktop software, you can get pretty close to feeling like a 'normal' workstation experience when using remote desktop solutions.
