Hello Tim,
I think you're experiencing a double/second-hop problem. You're credentials are not being delegated to a remote server like SQL while using the SharePoint cmdlet. You'll need to look into enabling Kerberos delegation to get this to work in a secure manner. If you search for SharePoint and double-hop you'll get a lot articles recommending to enable CredSSP but please don't follow that advise because you're sacrificing security for convenience. Learn how to get credential delegation via Kerberos working and you'll have learned something for future jobs or assignments.
I hope below article will get you started. Depending on your rights in Active Directory you might need a Domain Admin to setup Kerberos delegation for you.
http://dna-tech.blogspot.co.uk/2013/07/remote-powershell-with-sharepoint-2010.html
Regards,
Daniel