The problem was, OpenVPN Client was not up-to-date, and the previous version had a bug with IPv6 support.
I am able to connect on IPv6 now, however when browser on the internet, the IPv6 is NOT used:
This is what the client shows:
Your IP: 2600:1f18:1b43:3500::1000
Server IP: 2600:1f18:1b43:3500:926d:f1ad:b771:286d
Port: 1194
Protocol: UDPv6
It seems that when browsing it is using the openvpn IPv4 and for IPv6 it says "Not detected".
What could be wrong?