GL-AR750S not routing through OpenVPN/NordVPN

I am currently using the GL-AR750S and have a NordVPN configuration file loaded. I am trying to be able to use my various HBOMax, Hulu, etc accounts from Mexico like I am back in the states, but with the VPN on, it is still showing a mexican IP address when I 'showmyip".

Is there another step I need to do to get all my traffic routing through the VPN?

Can you try to turn on Internet Kill Switch?