Just checked what the traffic all was but it seems I have a connection open from .CH to my external device that's connected to my modem in bridge mode.
No. There are no backdoors built into OpenWrt -- it is intended to be secure. And the firewall is also configured to be simple but secure out of the box (i.e. default configuration).
Can you post your config files for /etc/config/firewall and /etc/config/network?
did you install any additional packages or make other modifications to the default config (except maybe wireless or the LAN address)? If so, what were the changes?
Are you certain that this isn't some other device on your network that has opened the connection to the IP in question?