I think that because of the fact they "open a session" in Canada or Mexico, it remains open even when they get back to the US.
Please run the following steps and let me know if it works:
1. When one of you guys have this issue -> Check the IP he currently gets -> then tell him to enter Capsule Workspace
2. Then sign out of Capsule Workspace
3. Then sign in again using his AD Credentials
4. Then look at the IP address (if it was changed)
Please let me know what is the issue so we can decide what would be best way to approach this.