Which version of firmware are you using? Always upgrade to the newest firmware v2.25 first and re-upload the ovpn files.
The vpn is connected but seems not forwarding data. This can be controlled in the openvpn server. If this is your own server, please find option e.g. allow forwarding data and enable it.
It works with your smartphone but it doesn’t mean it will works with the router without problem.
I have my openvpn server in my router and there some options and I have to enable them. Please check if you have the same. We have users who use Raspberry Pi openvpn server without problem.
Do you have custom DNS configured when the VPN is enabled? Either to public DNS like 8.8.8.8 and 8.8.4.4 or to a private DNS that is only accessible when connected to your VPN server (private meaning the DNS the raspberry is using for its DNS if it’s not using a public one)?
I think the DNS config isn´t the problem, because I can´t ping IP addresses, too.
When I change to protocol type in the OpenWRT Gui under “Interfaces” -> “VPN_CLIENT” to “DHCP client” then I see that data is send (“Data sent” indication at the GL.iNet GUI). But the CPN connection is still not used…