In very general terms (since OpenVPN can be somewhat of a maze), you want to specify "interesting traffic" for the VPN as a gateway. All else should be pointed elsewhere. If all is going through the VPN, which is probably not soooooo bad, it is likely following a 0.0.0.0 (default route) path. Try to seclude your application/route traffic limited to the OpenVPN gateway path and see if it makes a difference. Conversely, if that is too much manual specification, see if you can specify your Internet traffic to your current ISP gateway or what-have-you, but define certain applications to go only through the specific OpenVPN gateway.
Sorry, this does not do the work for you, but it may expose the nature of your obstacle.