Thanks for the suggestion, here's a tcpdump for port 1194 on OpenWRT, when trying to connect my phone to the VPN over 4G
tcpdump: verbose output suppressed, use -v[v]... for full protocol decode
listening on eth0, link-type EN10MB (Ethernet), snapshot length 262144 bytes
15:35:51.031237 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 11930939:11948983, ack 1212, win 4705, options [nop,nop,TS val 1857106829 ecr 11963060], length 18044: HTTP
15:35:51.032669 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [.], seq 11948983:11960087, ack 1212, win 4705, options [nop,nop,TS val 1857106831 ecr 11963062], length 11104: HTTP
15:35:54.611942 IP 192.168.0.159.51820 > cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80: Flags [.], ack 16700789, win 3467, options [nop,nop,TS val 11963958 ecr 1857110376,nop,nop,sack 3 {17207409:17518321}{17025581:17160217}{16914541:16942301}], length 0
15:35:59.538387 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 20482800:20511948, ack 3630, win 4756, options [nop,nop,TS val 1857115337 ecr 11965188], length 29148: HTTP
15:35:59.539240 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 20511948:20548036, ack 3630, win 4756, options [nop,nop,TS val 1857115338 ecr 11965188], length 36088: HTTP
15:35:59.907766 IP 192.168.0.159.51820 > cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80: Flags [.], ack 25825212, win 3651, options [nop,nop,TS val 11965269 ecr 1857115612,nop,nop,sack 1 {25855748:26119468}], length 0
15:36:03.911194 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 29261367:29300231, ack 4836, win 4781, options [nop,nop,TS val 1857119709 ecr 11966281], length 38864: HTTP
15:36:03.911949 IP 192.168.0.159.51820 > cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80: Flags [.], ack 29063459, win 3966, options [nop,nop,TS val 11966284 ecr 1857119704], length 0
15:36:03.994199 IP 192.168.0.159.53350 > cur1-nfds11-0-0-cust95.8-2.cable.virginm.net.80: Flags [.], ack 11194533, win 4096, options [nop,nop,TS val 11966305 ecr 1068015189], length 0
15:36:04.016504 IP 192.168.0.159.53350 > cur1-nfds11-0-0-cust95.8-2.cable.virginm.net.80: Flags [.], ack 11946829, win 4092, options [nop,nop,TS val 11966311 ecr 1068015211], length 0
15:36:04.020278 IP 192.168.0.159.53350 > cur1-nfds11-0-0-cust95.8-2.cable.virginm.net.80: Flags [.], ack 11949605, win 4096, options [nop,nop,TS val 11966312 ecr 1068015211], length 0
15:36:05.039189 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 41080589:41119453, ack 7255, win 4831, options [nop,nop,TS val 1857120838 ecr 11966563], length 38864: HTTP
15:36:05.040521 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 41119453:41158317, ack 7255, win 4831, options [nop,nop,TS val 1857120839 ecr 11966563], length 38864: HTTP
15:36:05.215919 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 46176210:46201194, ack 7255, win 4831, options [nop,nop,TS val 1857121014 ecr 11966607], length 24984: HTTP
15:36:05.216579 IP cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80 > 192.168.0.159.51820: Flags [P.], seq 46201194:46241446, ack 7255, win 4831, options [nop,nop,TS val 1857121015 ecr 11966607], length 40252: HTTP
15:36:07.311946 IP 192.168.0.159.51820 > cur1-nfds11-0-0-cust111.8-2.cable.virginm.net.80: Flags [.], ack 49151123, win 4066, options [nop,nop,TS val 11967128 ecr 1857123017,nop,nop,sack 3 {49879823:49921463}{49349607:49860391}{49262163:49309355}], length 0
15:36:07.321194 IP 192.168.0.159.53350 > cur1-nfds11-0-0-cust95.8-2.cable.virginm.net.80: Flags [.], ack 12996969, win 4092, options [nop,nop,TS val 11967133 ecr 1068018418,nop,nop,sack 2 {13127441:13845037}{13020565:13103845}], length 0
192.168.0.159 is the IP address that my ISP modem is giving to OWRT, and it's exactly the WAN IP address.