This is all extremely helpful.

After some hair pulling I was able to get the local sql server express 
running and I ran the same test on a local instance.

     1010    0.126    0.000    0.126    0.000 {method 'execute' of 
'pyodbc.Cursor' objects}
     1010    0.060    0.000    0.060    0.000 {method 'close' of 
'pyodbc.Cursor' objects}

Results seem to be as you expected and I am assuming this means the bottle 
neck is running the connection over the vpn.
I am not terribly network/sys admin savvy but I am going to do the best to 
troubleshoot the network connection the best I can. I'm a little concerned 
about what I will find though because I can run the same inserts in sql 
server management studio without any network slowness. 
For instance I can run the following over the network through ssms in 1 
second:
DECLARE @x INT = 0
WHILE @x < 1000
BEGIN
 SET @x += 1
 INSERT INTO dbo.customer(name) VALUES  ('NAME ' + CAST(@x AS VARCHAR(100)))
END

I know that ORM's in general aren't supposed to be as fast as straight sql 
but does ssms performance contradict the network slowness?
Also the vpn connection itself is reporting a fast connection.

So best steps for debugging the slow connection? 
-I'm trying to be able to run this in the vpn network itself but for the 
moment that is not possible for reasons outside my control
-Talk to the hosting company? 
-Look up SQL Server connection settings
-Test connection settings? 
-ping the server?

Thanks again for walking me through the profile.

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