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Actually, a DMZ is a LESS locked down network (from the perspective of your internal network). In corporate environments, public facing servers (like web servers, maybe email, sometimes FTP) are generally put into the DMZ environment so there can be some controls put on them, but so that they can be open to the world without opening up security holes into your corporate LAN/WAN.
Yes, with surge strips electricity can still come through the coax cable. It doesn't sound REALLY likely, but it can happen.
As for ports, well I think cyrnel might have it... some sort of ARP issue or something of that nature, though it's odd that you say the VPN would connect and work for a bit and then drop off. It could've been something temporary at the office, too. If it isn't broken now, don't worry about the "why" of it all. As an IT guy with 12 years of experience I can say assuredly that sometimes you'll just never know for sure.
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