More about firewall issues
Now I understand how a firewall should be configured to allow access to the Integration Services that reaches to a remote SQL server behind the firewall.
I also know where to authenticate my own account to the firewall so that my SSIS package will work when reaching out to a remote SQL server behind a firewall.
But obviously this is not the only way.
1) I can VPN into domain 1, then authenticate myself to the firewall, then be able to access the remote SQL server using a dedicated SQL account. Or,
2) I can have an account in domain 2, and login to domain 2, so I can access the SQL server using either a dedicated SQL account, or through Windows Authentication. Or,
3) I can belong to a group such as xxxADMIN, which is also the local admin on that remote server. This way I do not need to have a separate account on the domain 2.