Are the appropriate ports open on the non-Windows firewall?
Many anti-virus software applications install firewalls on computers; this can cause similar issues. To verify that the appropriate ports are open for a particular software application, see the documentation for the anti-virus software. If there is a hardware firewall between your client application and the Analysis Services instance, you must open the appropriate ports on the firewall or connect by using HTTP connectivity (and open the appropriate TCP port for HTTP).