I've recently set up an OpenWRT router with OpenVPN to use it for Netflix US, router and OpenVPN work properly but I can't get Netflix to work on AppleTV and tvOS.
I'm using NordVPN, I've checked the config and it is not blocked by Netflix.
The weirdest thing of it all is when I connect my Mac directly to the router via ETHERNET Netflix US works but when connected to either of above-mentioned devices, It gives me a message that I'm using and unblocker or proxy.
if it works by ethernet, it should work by wireless, too. Post your config files:
/etc/config/network
/etc/config/firewall
/etc/config/wireless
and your openvpn client config file, too (possibly in /etc/config/openvpn or /etc/openvpn/).
Pretty strange. Usually, accessing Netflix with VPN isn't complicated. I, for one, have a torrent vpn which I also use to watch series. Maybe I'm lucky or a client I use is good but I've never faced such a problem.