PCRF - Diameter authorisation Rejected

This really isn't a Wireshark question, but in concept when a PCRF rejects a CCR-I it's generally going to be because of a policy decision that it has made. While 3GPP does define some specific codes which can be sent for specific reasons on Gx (see TS 29.212, also RFCs 4006/6733 as referenced), in practice PCRFs virtually all have some kind of policy engine with which they accept/reject a CCR for all sorts of different reasons. In your scenario, possibly the PCRF has a policy to deny based on location, or serving network, or serving radio type, etc.

If it's only being rejected in that scenario, one question would be if it works in other scenarios and what AVP differences there are between the two of them (to give you a lead, if you're limiting the troubleshooting to 'on the wire' as opposed to the PCRF's policy configuration).

Also, what do you mean when you say the subscriber is "in LTE" and connected via an SGSN? That doesn't compute - no interface exists between an LTE radio network and the SGSN of a GPRS CN. Do you possibly mean an S3/S4-based roaming model from a visited SGSN from a UMTS network into your operator's PGW (NOT LTE)?