I guess you did not / do not want to ask permission? I really think that would be best. Maybe the company has a reason for this policy. Life is always more difficult when you break the rules made by The People In Charge.
I don't understand the mention of Raspberry Pi? How is that different from any other computer? Any cheap laptop that can run Linux in console mode would surely be more easily portable than a Pi.
The simplest and fairly low-tech idea is to run an openvpn server (community version or
OpenVPN Access Server) at home, with
--redirect-gateway, and connect to it with a cell phone, and use the cell phone to provide Internet access to the company PC.
blah blah blah disclaimer, OpenVPN does not support breaking any company's rules nor any country's laws. Don't try this at home; professional driver on a closed track. Use or rebroadcast without the express written permission of Major League Baseball is strictly forbidden. Regards, rob0