Hi dcpartners,
While I'm skipping a lot of steps here in the process of diagnosing connection issues, generally I've found it to be true that when you can ping a machine, but not get access to a port on it, the issue is not OpenVPN but a firewall or service configuration issue.
To explain that a bit further, OpenVPN works on the IP level. In almost all cases Layer 3 (routing) on the OSI Layer model. So if a ping to an IP works, then any TCP/UDP protocol should be able to work just fine. There are some cases of course that can be tricky with MTU sizes and so on that can cause some interesting issues, but in general, if you can ping something over an OpenVPN tunnel, you should be able to reach all ports on it. That's because OpenVPN by itself does not concern itself with ports, it deals with IP routing. If you can reach the IP, you should be able to reach all ports on that IP.
A firewall on the local device or the device offering a particular service can be an issue. Particularly with Windows firewalls I've found that it can apply different profiles (private, domain, public) to its built-in firewall. Also antivirus programs with built-in firewall can be a problem. To ensure that this is not a problem you could for example temporarily turn these off and see if things start working then. You can also use WireShark to monitor incoming packets on the target system running the RDP service and see if you see anything coming in, and how your system responds to it.
Another possible issue is that the service you're running is configured to accept connections on a particular IP or network interface, and if a VPN interface is present, it may simply ignore that and not listen there. So that's a service configuration issue where you may be able to solve that by telling it to listen to all interfaces and IP addresses.
With RDP service on Windows I would however expect the firewall on the Windows machine offering the RDP service to be the culprit.
OpenVPN Cloud however does have a number of functions built-in to block access to things in specific ways. I would recommend that you first try turning off the firewalls temporarily. And to check with WireShark if packets are coming in at all, and how responses are sent back. If you see nothing coming in then open a support ticket on our support ticket system at
https://openvpn.net/support and submit these details there. A support representative can review your setup together with you and help to figure out where it's going wrong.
Kind regards,
Johan