Thanks for the suggestions.
I configured an ngrok tunnel today to connect to the VPN via IPv4 (the VPN server is in a network with CGNAT for IPv4, that is the reason why I need IPv6) and it worked, then just to re-check I tried again using IPv6 TCP (a config I also had tried yesterday but didn’t post here to reduce the length of the post) and it also worked 
. I have no idea what changed. Maybe the router needed to be restarted and some of the configurations I have done forced that?
I even tried with OpenVPN UDPv6 but, even though there was no Permission Denied error, it failed with:
MULTI: bad source address from client [CLIENT_IPV6_IP], packet dropped
Not sure why only UDP6 is failing now, but it seems that TCP6 works OK at least. I might do a few more experiments, but this is already something usable.