Based on what I can see, it's not the firewall. It could be the ISP blocking ports or something else of that nature, but you have everything set correctly in the firewall.
Strange! I just turned WiFi back off and it connected so apparently the fact that WiFi was on seemed to cause the issue. I don't have much mobile data so now I'm questioning how it will behave when connected to someone else's WiFi.
Are you very familiar with using OpenVPN on an ASUS router. My buddy has an ASUS that he wants to keep stock and I set up a VPN on it for him but the VPN clients end up getting dynamic IPs which will not work for his use case scenario. I followed this guide to assign static IPs and the clients get assigned the designated IPs when the script is active but it ends up killing client to client communication. I'm not sure where to ask for help regarding that. I posted in the OpenVPN on Reddit but the bots automatically took it down. https://dev.to/eslynn/assigning-static-ip-for-openvpn-on-asus-routers-4c73
I am not at all familiar with it. And it would be out of scope/off-topic for these forums unless the Asus router is running OpenWrt. Maybe the Asus support channels can help?