You will likely want to set your VPN connection to not use the remote VPN endpoint as your default gateway. When it is set to use the VPN endpoint as the default gateway, all network traffic no matter its origin will go to the VPN. If the VPN is not set as the default gateway then only traffic bound to the VPN's subnet will travel over that tunnel and the IP address that you've connected to through RDP will not be wrapped by the VPN.
Here's a blog post that shows the nitty gritty of changing the default gateway settings on your VPN.
EDIT:
In the case of needing the IP of the endpoint after it is connected to the VPN, I would suggest finding out how IP addresses are provisioned for the VPN. Set up a DHCP server and then use DHCP reservations to give the same IP to that incoming VPN connection. If that VPS is the only connection to the VPN, then you can make a DHCP range that covers only one IP address. If the VPN endpoint receives a private IP address, you'll have to either have the VPN endpoint provision public IPs for VPN clients or modify the VPN endpoint's firewall to forward traffic on certain ports to the private IP address of the connected VPS.
EDIT 2:
The DHCP server in question would likely be on the same machine as the VPN endpoint itself. YOu can either use the VPN endpoint software itself or install a DHCP server on the same server as the VPN software. VPN solutions usually have IP addressing capabilities built into them or they hand it off to a DHCP server that is on the network (which can also be on the same server).
Your VPS will be connecting to the VPN endpoint, but will now need an address assigned to it by the VPN. That's the side of the tunnel that will need to have the DHCP service on it.