In order to shape download traffic you need rules on the LAN interface, no matter if the traffic is coming from WAN, OpenVPN or whatever. In this case, you need a rule on your LAN tab with source: LAN subnet and destination: your OpenVPN subnet (not the server public IP), and specify what queue you want that traffic in (you previously saw the traffic on qLink because it is was catched by the default rule that sends traffic to qLink)