Issue with firewall/routing with OpenVPN client connected

Add a rule to send traffic from WAN interface out of WAN interface (in /etc/config/network , then do a service network restart )

config rule
        option out     'wan'
	option lookup '100'

config route 'name_your_route'
        option 'interface' 'wan'
        option 'target' '0.0.0.0'
        option 'netmask' '0.0.0.0'
        option 'table' '100'

That should do the trick. In case it doesn't work, post once again the above outputs.