Sorry to say, I have no "authoritative" answer, and what I do know is not good news.
But here it is anyway:
I was on the
wine-users mailing list for a couple of months (ending sometime last month and I just haven't resubscribed yet).
During the time I was there, myself and several other people complained that Wine specifically would not use our LAN connections to connect to the Internet (we were all using different programs that required this, and the programs otherwise worked fine, except for this).
We uniformly received the response that Wine is "supposed to" use the currently configured Internet connection all by itself, and though I don't want to go so far as to say that the list treated us like we were suffering some delusion or something, we most certainly were pretty much "blown off" in terms of reporting that Wine was not behaving in the way it's supposed to.
You might have better luck if you also report this to the list-- though this suggestion assumes it's a Wine issue rather than a KDX Server issue (which it possibly could be). In order to have one of the "experts" check that, too (some developers do frequent the wine-users list, or you could check out the
wine-devel list as well), be prepared to give a link to any available demo version of KDX Server, so that others may try to reproduce the problem.
Wish it was better news, but hope it helps.