Linked server only works if I am on the machine itself. I can’t use it from my local computer. what is missing?

I have a few queries that I use to monitor log shipping. Sometimes I want to run those queries on a different server. I usually do that through a linked server.

I have a server called SQLDEV4-TS that has a linked server to MY_SERVER\DEVELOPMENT

ON SQLDEV4-TS I have setup Kerberos as per the picture below:

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I have this query below that I use to test the connectivity to the linked server.

DECLARE @server_name sysname = @@servername SELECT @server_name=N'MY_SERVER\DEVELOPMENT'   DECLARE @sql NVARCHAR(MAX) = N'SELECT * FROM OPENQUERY([' + @server_name +'],        ''SELECT ''''Radhe'''' AS Radhe'');'  BEGIN TRY     EXEC sp_testlinkedserver @server_name      EXEC sp_executesql @sql=@sql  END TRY BEGIN CATCH     SELECT [error_number]=ERROR_NUMBER(), [error_message]=ERROR_MESSAGE(); END CATCH;  PRINT 'We got past the Catch block!'; 

When I am on the server itself – SQLDEV4-TS – and I run the above script I get the following result:

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All good – it works as expected – no problem.

However, when I connect to SQLDEV4-TS from my local machine, and run the script (on my machine) I get the following result:

Login failed for user ‘NT AUTHORITY\ANONYMOUS LOGON’.

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What is missing in this linked server setting, that I have to be on the machine itself for it to work?