As I mentioned in my previous answer, which hasn't showed up yet (probably waiting for moderation), I managed to connect to the vpn server by turning on IP forwarding and configuring the vpn client. It overrides the local network more or less.
I cannot connect to a local HTTP server on the server computer, but I can connect to my samba shares. I am not sure whether it uses the local connection for that or the vpn. I am not sure how to debug this. I have the following logs (anonimified):
Wed Mar 02 13:31:28 2016 OpenVPN 2.3.10 i686-w64-mingw32 [SSL (OpenSSL)] [LZO] [PKCS11] [IPv6] built on Feb 1 2016
Wed Mar 02 13:31:28 2016 Windows version 6.2 (Windows 8 or greater)
Wed Mar 02 13:31:28 2016 library versions: OpenSSL 1.0.1r 28 Jan 2016, LZO 2.09
Enter Management Password:
Wed Mar 02 13:31:28 2016 MANAGEMENT: TCP Socket listening on [AF_INET]127.0.0.1:25340
Wed Mar 02 13:31:28 2016 Need hold release from management interface, waiting...
Wed Mar 02 13:31:29 2016 MANAGEMENT: Client connected from [AF_INET]127.0.0.1:25340
Wed Mar 02 13:31:29 2016 MANAGEMENT: CMD 'state on'
Wed Mar 02 13:31:29 2016 MANAGEMENT: CMD 'log all on'
Wed Mar 02 13:31:29 2016 MANAGEMENT: CMD 'hold off'
Wed Mar 02 13:31:29 2016 MANAGEMENT: CMD 'hold release'
Wed Mar 02 13:31:30 2016 Socket Buffers: R=[65536->65536] S=[65536->65536]
Wed Mar 02 13:31:30 2016 MANAGEMENT: >STATE:1456921890,RESOLVE,,,
Wed Mar 02 13:31:30 2016 UDPv4 link local: [undef]
Wed Mar 02 13:31:30 2016 UDPv4 link remote: [AF_INET]111.22.333.444:443
Wed Mar 02 13:31:30 2016 MANAGEMENT: >STATE:1456921890,WAIT,,,
Wed Mar 02 13:32:31 2016 TLS Error: TLS key negotiation failed to occur within 60 seconds (check your network connectivity)
Wed Mar 02 13:32:31 2016 TLS Error: TLS handshake failed
Wed Mar 02 13:32:31 2016 SIGUSR1[soft,tls-error] received, process restarting
Wed Mar 02 13:32:31 2016 MANAGEMENT: >STATE:1456921951,RECONNECTING,tls-error,,
Wed Mar 02 13:32:31 2016 Restart pause, 2 second(s)
Wed Mar 02 13:32:33 2016 Socket Buffers: R=[65536->65536] S=[65536->65536]
Wed Mar 02 13:32:33 2016 MANAGEMENT: >STATE:1456921953,RESOLVE,,,
Wed Mar 02 13:32:33 2016 UDPv4 link local: [undef]
Wed Mar 02 13:32:33 2016 UDPv4 link remote: [AF_INET]111.22.333.444:443
Wed Mar 02 13:32:33 2016 MANAGEMENT: >STATE:1456921953,WAIT,,,
Wed Mar 02 13:32:33 2016 MANAGEMENT: >STATE:1456921953,AUTH,,,
Wed Mar 02 13:32:33 2016 TLS: Initial packet from [AF_INET]111.22.333.444:443, sid=7ac6d541 4976fb02
Wed Mar 02 13:32:33 2016 VERIFY OK: depth=1, C=xx, ST=xxx, L=xxx, O=xxx, OU=xxx, CN=xxx CA, name=xxx, emailAddress=xxx@xxx.com
Wed Mar 02 13:32:33 2016 Validating certificate key usage
Wed Mar 02 13:32:33 2016 ++ Certificate has key usage 00a0, expects 00a0
Wed Mar 02 13:32:33 2016 VERIFY KU OK
Wed Mar 02 13:32:33 2016 Validating certificate extended key usage
Wed Mar 02 13:32:33 2016 ++ Certificate has EKU (str) TLS Web Server Authentication, expects TLS Web Server Authentication
Wed Mar 02 13:32:33 2016 VERIFY EKU OK
Wed Mar 02 13:32:33 2016 VERIFY OK: depth=0, C=xx, ST=xxx, L=xxx, O=xxx, OU=xxx, CN=example.ddns.net, name=xxx, emailAddress=xxx@xxx.com
Wed Mar 02 13:32:34 2016 Data Channel Encrypt: Cipher 'BF-CBC' initialized with 128 bit key
Wed Mar 02 13:32:34 2016 Data Channel Encrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Wed Mar 02 13:32:34 2016 Data Channel Decrypt: Cipher 'BF-CBC' initialized with 128 bit key
Wed Mar 02 13:32:34 2016 Data Channel Decrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Wed Mar 02 13:32:34 2016 Control Channel: TLSv1, cipher TLSv1/SSLv3 DHE-RSA-AES256-SHA, 2048 bit RSA
Wed Mar 02 13:32:34 2016 [example.ddns.net] Peer Connection Initiated with [AF_INET]111.22.333.444:443
Wed Mar 02 13:32:35 2016 MANAGEMENT: >STATE:1456921955,GET_CONFIG,,,
Wed Mar 02 13:32:36 2016 SENT CONTROL [example.ddns.net]: 'PUSH_REQUEST' (status=1)
Wed Mar 02 13:32:36 2016 PUSH: Received control message: 'PUSH_REPLY,route 192.168.0.0 255.255.255.0,dhcp-option DNS 192.168.0.1,dhcp-option DOMAIN home,route 10.9.0.0 255.255.255.0,topology net30,ping 10,ping-restart 120,ifconfig 10.9.0.6 10.9.0.5'
Wed Mar 02 13:32:36 2016 OPTIONS IMPORT: timers and/or timeouts modified
Wed Mar 02 13:32:36 2016 OPTIONS IMPORT: --ifconfig/up options modified
Wed Mar 02 13:32:36 2016 OPTIONS IMPORT: route options modified
Wed Mar 02 13:32:36 2016 OPTIONS IMPORT: --ip-win32 and/or --dhcp-option options modified
Wed Mar 02 13:32:36 2016 ROUTE_GATEWAY 192.168.0.1/255.255.255.0 I=9 HWADDR=xx:xx:xx:xx:xx:xx
Wed Mar 02 13:32:36 2016 do_ifconfig, tt->ipv6=0, tt->did_ifconfig_ipv6_setup=0
Wed Mar 02 13:32:36 2016 MANAGEMENT: >STATE:1456921956,ASSIGN_IP,,10.9.0.6,
Wed Mar 02 13:32:36 2016 open_tun, tt->ipv6=0
Wed Mar 02 13:32:36 2016 TAP-WIN32 device [Ethernet 2] opened: \\.\Global\{AAAAAAAA-1234-1234-1234-FFFFFFFFFFFF}.tap
Wed Mar 02 13:32:36 2016 TAP-Windows Driver Version 9.21
Wed Mar 02 13:32:36 2016 Notified TAP-Windows driver to set a DHCP IP/netmask of 10.9.0.6/255.255.255.252 on interface {AAAAAAAA-1234-1234-1234-FFFFFFFFFFFF} [DHCP-serv: 10.9.0.5, lease-time: 31536000]
Wed Mar 02 13:32:36 2016 Successful ARP Flush on interface [20] {AAAAAAAA-1234-1234-1234-FFFFFFFFFFFF}
Wed Mar 02 13:32:41 2016 TEST ROUTES: 2/2 succeeded len=2 ret=1 a=0 u/d=up
Wed Mar 02 13:32:41 2016 MANAGEMENT: >STATE:1456921961,ADD_ROUTES,,,
Wed Mar 02 13:32:41 2016 C:\Windows\system32\route.exe ADD 192.168.0.0 MASK 255.255.255.0 10.9.0.5
Wed Mar 02 13:32:41 2016 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Wed Mar 02 13:32:41 2016 Route addition via IPAPI succeeded [adaptive]
Wed Mar 02 13:32:41 2016 C:\Windows\system32\route.exe ADD 10.9.0.0 MASK 255.255.255.0 10.9.0.5
Wed Mar 02 13:32:41 2016 ROUTE: CreateIpForwardEntry succeeded with dwForwardMetric1=20 and dwForwardType=4
Wed Mar 02 13:32:41 2016 Route addition via IPAPI succeeded [adaptive]
Wed Mar 02 13:32:41 2016 Initialization Sequence Completed
Wed Mar 02 13:32:41 2016 MANAGEMENT: >STATE:1456921961,CONNECTED,SUCCESS,10.9.0.6,111.22.333.444
Wed Mar 02 14:32:35 2016 TLS: soft reset sec=-1 bytes=95616/0 pkts=1108/0
Wed Mar 02 14:32:35 2016 VERIFY OK: depth=1, C=xx, ST=xxx, L=xxx, O=xxx, OU=xxx, CN=xxx CA, name=xxx, emailAddress=xxx@xxx.com
Wed Mar 02 14:32:35 2016 Validating certificate key usage
Wed Mar 02 14:32:35 2016 ++ Certificate has key usage 00a0, expects 00a0
Wed Mar 02 14:32:35 2016 VERIFY KU OK
Wed Mar 02 14:32:35 2016 Validating certificate extended key usage
Wed Mar 02 14:32:35 2016 ++ Certificate has EKU (str) TLS Web Server Authentication, expects TLS Web Server Authentication
Wed Mar 02 14:32:35 2016 VERIFY EKU OK
Wed Mar 02 14:32:35 2016 VERIFY OK: depth=0, C=xx, ST=xxx, L=xxx, O=xxx, OU=xxx, CN=example.ddns.net, name=xxx, emailAddress=xxx@xxx.com
Wed Mar 02 14:32:35 2016 Data Channel Encrypt: Cipher 'BF-CBC' initialized with 128 bit key
Wed Mar 02 14:32:35 2016 Data Channel Encrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Wed Mar 02 14:32:35 2016 Data Channel Decrypt: Cipher 'BF-CBC' initialized with 128 bit key
Wed Mar 02 14:32:35 2016 Data Channel Decrypt: Using 160 bit message hash 'SHA1' for HMAC authentication
Wed Mar 02 14:32:35 2016 Control Channel: TLSv1, cipher TLSv1/SSLv3 DHE-RSA-AES256-SHA, 2048 bit RSA
Censored:
111.22.333.444 - dynamic IP addr
C=xx, ST=xxx, L=xxx, O=xxx, OU=xxx, CN=xxx, name=xxx, emailAddress=xxx@xxx.com - vpn server details
xx:xx:xx:xx:xx:xx - client computer mac address
AAAAAAAA-1234-1234-1234-FFFFFFFFFFFF - not sure, probably some connection identifier