So you have:
WAN1
WAN2
WANVSAT
And a gateway group of WAN1 and WAN2
OpenVPN Client or Server?
Presuming Client. And you have the OpenVPN Client bound to the gateway group containing WAN1 and WAN2?
And if both gateways are down, the client connects via the VSAT?
Which WAN is set as the default gateway? Do you have default gateway switching on? (System > Advanced, Miscellaneous)