Let's try running the following on MYSERVER_REMOTE:
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-- dump CIS details to the dataserver errorlog
dbcc traceon(11202)
go
===================
Then run your query again (from MYSERVER). Once the error occurs, check the MYSERVER_REMOTE errorlog to see if it was able to capture the query coming into MYSERVER_REMOTE. (I'd suggest cutting/pasting the entire errorlog contents for this call into a *txt file and attach to your reply.)
You can then disable the traceflag on MYSERVER_REMOTE via:
==================
dbcc traceoff(11202)
go
==================