Actually this paragraph from the article
https://openvpn.net/vpn-server-resources/microsoft-azure-byol-appliance-quick-start-guide/#running-the-openvpn-access-server-setup-wizard made me think that the two cannot coexist
> Should private subnets be accessible to clients by default?
Explanation: This option defines the default security setting of your OpenVPN Access Server. When Should client traffic be routed by default through the VPN? is set to no, it defines the list of subnets that your VPN clients are able to access. You are able to add more entries to this list once you login to the Admin Web UI area. This option will have no effect if Should client traffic be routed by default through the VPN? is set to yes.
After viewing the configuration in the admin I saw that subnets ip ranges were actually missing. Adding them made things work
I will update in case additional issues happen here or will open a new thread in case of a different problem,