So more digging on this. I'm seeing this:
14:58:31.170412 IP softbank126041243068.bbtec.net.1196 > 104.158.167.35.1196: UDP, length 22
14:58:31.171103 IP 104.158.167.35.1196 > softbank126041243068.bbtec.net.1196: UDP, length 114
14:58:31.191151 IP softbank126041243068.bbtec.net > 104.158.167.35: ICMP softbank126041243068.bbtec.net udp port 1196 unreachable, length 150
So it looks like the client connects, the server sends a response, and then the client responds with port unreachable. If it was only one client I'd say something is wrong with the client.
The problem is that it happens on all the clients - the first one was in Japan and this one is in Pennsylvania:
15:02:14.078359 IP 104.158.167.35.1196 > c-73-81-17-116.hsd1.pa.comcast.net.36186: UDP, length 114
15:02:14.078714 IP 104.158.167.35.1196 > c-73-81-17-116.hsd1.pa.comcast.net.36186: UDP, length 114
15:02:14.111430 IP 104.158.167.35.1196 > c-73-81-17-116.hsd1.pa.comcast.net.35168: UDP, length 114
15:02:14.124978 IP c-73-81-17-116.hsd1.pa.comcast.net.36186 > 104.158.167.35.1196: UDP, length 22
15:02:14.132430 IP c-73-81-17-116.hsd1.pa.comcast.net.36186 > 104.158.167.35.1196: UDP, length 22
15:02:14.132436 IP c-73-81-17-116.hsd1.pa.comcast.net.36186 > 104.158.167.35.1196: UDP, length 22
15:02:14.168256 IP c-73-81-17-116.hsd1.pa.comcast.net > 104.158.167.35: ICMP c-73-81-17-116.hsd1.pa.comcast.net udp port 35168 unreachable, length 150
Any ideas on what might be going on? My paranoid side says that there's a router somewhere doing some deep packet inspection on OpenVPN packets and returning a port unreachable, but that's paranoid, right?