From my experience (read my mistakes) connection but no internet
is usually
1) Forgot to run openvpn client on windows as administrator
(checking log will show permission denied when trying to start TAP drivers)
GUI shows connection established ok, which it is, just no TAP. no remote internet
2) TUN/TAP not started on vps
double check it, you usually have to turn it on manually
3) Firewall on the server
either forgot to start firewall after a reboot
using wrong firewall script etc etc.
check actual running firewall rules with
iptables -L
note, some vps containers don't handle MASQUERADE
################################################################
# Comments about iptables and firewall: Seems MASQUERADE in iptables depends
# on some modules being loaded in the openvz container, no clue, what or which.
# I read in others tutorial,
# they need to do the following
# OpenVZ:
sudo iptables -t nat -A POSTROUTING -o venet0 -j SNAT --to-source YOUR SERVER IP
sudo iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -j SNAT --to-source YOUR SERVER IP
# KVM/XEN:
sudo iptables -t nat -A POSTROUTING -s 10.8.0.0/24 -o eth0 -j MASQUERADE
# Save the iptables rules.
sudo service iptables save
################################################################
# These iptables settings worked for me in openvz, might not work for others, see above
# Make file for firewall setting
nano /usr/local/bin/firewall.sh
#!/bin/bash
iptables -t filter -F
iptables -t nat -F
iptables -A FORWARD -m state --state RELATED,ESTABLISHED -j ACCEPT
iptables -A FORWARD -s "10.8.0.0/24" -j ACCEPT
iptables -A FORWARD -j REJECT
iptables -t nat -A POSTROUTING -s "10.8.0.0/24" -j MASQUERADE