Hello agnelli,
Unfortunately I do not know the exact capabilities of your router. Often we see that routers have their own config parser. So instead of taking the config file and passing it to the OpenVPN process like for example;
openvpn --config bla.ovpn
...we see some routers tearing the configuration apart into separate parameters and feeding it to the OpenVPN process like so;
openvpn --directive1 boop --directive2 beep --remote bla.com etcetc
It is possible that this is occurring in your situation too, and that some directives are simply not passed along to the OpenVPN process. This can lead to an incomplete configuration which could make the TLS handshake impossible. Either that or... there is still something blocking access, somehow, like is written on our website page that you linked to. It's a little hard to be exact without really digging into it further.
What I would suggest is to try to SSH into this router and obtain root privileges. Then try connecting as I wrote earlier;
openvpn --config client.ovpn
And see if that works correctly. If it does, but through the web interface it doesn't, it does seem like it's a config parser issue. And if that's the case, then it would need to be solved by the manufacturer of the router.
I see here a page that indicates how to get access to your router;
https://docs.gl-inet.com/en/2/app/ssh/
Good luck,
Johan