I finally got it to work thanks to this page. It provides a script that sets the required credential delegation policies by setting the appropriate registry keys directly. Once I ran that script with admin privileges, I was able to successfully establish a CredSSP connection to myserver:
Enable-WSManCredSSP -Role client -DelegateComputer *.mydomain.com
$allowed = @('WSMAN/*.mydomain.com')
$key = 'hklm:\SOFTWARE\Policies\Microsoft\Windows\CredentialsDelegation'
if (!(Test-Path $key)) {
md $key
}
New-ItemProperty -Path $key -Name AllowFreshCredentials -Value 1 -PropertyType Dword -Force
$key = Join-Path $key 'AllowFreshCredentials'
if (!(Test-Path $key)) {
md $key
}
$i = 1
$allowed |% {
# Script does not take into account existing entries in this key
New-ItemProperty -Path $key -Name $i -Value $_ -PropertyType String -Force
$i++
}