Things I've encountered before, and to echo
@SASKiwi:
1. Make sure the user can authenticate to the Linux server. Are you using local accounts or PAM?
2. Are users entering user ID exactly as it appears to Linux server (i.e. Linix is case sensitive)?
3. Do you have examples of the errors they are getting? Is the app (Enterprise Guide or SAS Studio) saying they couldn't authenticate and continues to prompt them for user I'd and password or is it a different error like "can't launch the workspace server"?
4. I've also seen firewall issues when working in more secure environments with VDIs. Are the firewall settings on the Windows server set up to allow traffic to the SAS server? The port will likely depend on what kind of SAS environment you have.