I’m sorry, I don’t have enough experience to diagnose the problem, I’ve never used openvpn clients to hide my ip, I only use this to connect to my server and it always worked fine.
I think that hiding IP is something unnecessary whose selling point is people’s fear. Once traveling on vacation in Turkey I had to use my openvpn server in Spain because Turkish networks did not allow me to access some websites. For protection against untrustworthy sites I use adguard DNS. My IP is renewed every day by automatic reboot of the router.
In relation to your problem I have seen that my router uses IP forwarding, my PC also uses IP forwarding, but CoreELEC does not use this, which prevents routing between network interfaces. The only suggestion I can make is that you include the following, before starting the openvpn client:
echo 1 > /proc/sys/net/ipv4/ip_forward
I don’t know if this is the problem and if this will work. Good luck!.