OLAP cube / Analysis Services = error on transport layer

Problem:

1. When connecting to an OLAP cube via Excel by using Windows authentication we receive this error: "An error was encountered in the transport layer"
2. When connecting to Analysis Services via SQL Server Management Studio 2008 R2 by using Windows authentication we receive this error: "Cannot connect to Lake. A connection cannot be made. Ensure that the server is running."

The thing is that a connection with a proxy user via an automated SQL Server job in which the cube is deployed and processed worked. Using the credentials of that user when trying to connect to Analysis Services via SQL Server Management Studio however, does not work.

The server, on which the cube is deployed, is named Lake and is definitely running. Also, the connection to the database engine on Lake is possible.

What could cause this issue? Why is it possible that a proxy user can update the cube in a SQL Server Job but the very same credentials cannot be used to manually log in to the Analysis Services server?