@johnpoz
True. I never said that it has something to do with pfsense. But I found the problem and perhaps it might be interesting for others.
I dig a bit further and I did figure out that it has to do with the MTU Size of the packets in connection with certain providers.
How did I come up with it?
Yesterday I did configure one Notebook here in the office with openVPN and rdp connection. I did use our Guest lan to test it.
openVPN => works
RDP => works
Today the Notebook is at home and I have the described problem.
So I did start playing arround with ping MTU size (option -l) and did figure out that I can get a reply with packet size 1471 but not anymore with 1472.
I did use the custom option in openVPN server config and did try it with tun-mtu 1300; and it works!
I will now try to figure out what the best MTU size is.
thanks a lot for your help, always usefull to me!