What worked for me:

• Login to laptop using cached, old password.
• Connect via VPN.
• Open Command Prompt
• Type ‘runas /user:<DOMAIN>\<USERNAME> cmd’
• Enter new password.
• Close both Command Prompts.
• Wait a few minutes. Shortly after, you should get the notification area pop-up with the set of keys icon with notice “Windows Needs Your Current Credentials
  Please lock this computer, then unlock it using your most recent password or smart card”.
• Locked the computer.
• Unlock with new password.
• Done.