For what its worth, I’ve been connected from home to work for hours on end through the Zeroshell box using the Cisco AnyConnect VPN client.
Not sure how the older Cisco VPN client would work as I no longer have an end point to try it with. And the Cisco AnyConnect VPN client does not play nice with other VPN software (I have to manually unload a TUN driver it installs at boot time to allow OpenVPN to run on that same machine).
But I’m not running the captive portal feature of Zeroshell, so I don’t know if that would get in the way or not.