I have two interfaces: OpenVPN ( Can not use WG at now) and WAN.
The default interface is the VPN even if I check default interface in interface and also I add pull-filter ignore "redirect-gateway".
Settings on the interface have no meaning, other then announcing the interface to your route which is useful for PBR .
OpenVPN makes its own interface so adding pull filter ignore "redirect-gateway" usually will stop setting the default route unless it is already hard coded in your openvpn config.
So check you openvpn config for things like: redirect-gateway and remove it, otfherwise post (redact keys and mac addresses etc):
logread -e openvpn
for ovpn in $(ls /etc/openvpn/*.ovpn);do echo $ovpn; cat $ovpn; echo;done