You have configured `redirect-gateway` in your openvpn config file, this means that remote clients treats your server as default network gateway and your server should redirect its packets to the Internet. To do this you should also set packet forwarding:
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echo 1 > /proc/sys/net/ipv4/ip_forwardAnd about your ping tests, there is simple explanation for this behaviour. When you run ping command at first it got from the system some variables, among other things routing table, and it use these as long as it running. So, next you are establishing VPN tunnel which change routing table, especially default gateway, but running ping, does not ``know`` about it since it got this as startup.
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