Hello OpenClaude,
While I would like to help you, "a Cox router" tells us exactly nothing about what type of router it is, and what it can or cannot do. If you can provide some information about this router, what brand it is, what type it is, I could look up online if it even supports OpenVPN. There's absolutely no guarantee that all routers do, and you may have gotten unlucky with this one, and that it simply does not do VPN at all. If that turns out to be the case, a solution would be to buy a router that does do VPN and attach it to this one, so that the Cox router provides phone services, and its Internet access goes to this new router, which then goes to your home network. The new router should be selected so that it offers VPN connectivity, so you can access it from the Internet and get VPN access.
There are some recommendations from other forum users on a replacement for the WRT3200AC here -
https://forums.openvpn.net/viewtopic.php?t=34892
Kind regards,
Johan