Really odd issue here, the Windows client will connect perfectly to an OpenVPN server over WiFi when connected to a router (DrayTek, Virgin Media HUb, BT Hub.) but will not connect when connected over tethering to a OnePlus 6 or 6T on EE network (not tried other phones.).
The android client works fine.
Tested 2 OpenVPN servers with varying configurations.
A Linux machine with the OpenVPN client can connect over the WiFi from the same routers and the same phones hotspot that the Windows machine cannot.
Looking at the logs on the server the connection is not making it that far and the client is stuck on:
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UDP link local (bound): [AF_INENT][undef]:1194
UDP link remote: [AF_INET]XXX.XXX.XXX.XXX:1194
TLS Error: TLS key negotiation failed to occur within 60 seconds (check your network connectivity)
TLS Error: TLS handshake failed