@m0l50n
Glad that you found the culprit at last.
Yes, you can define the firewall rules on any interface on the route. It's okay to restrict the traffic on the OpenVPN interface and allow only specific destinations at A and at the main office.
However, from the security point of the main office, it may be desirable to restrict the access on its incoming VPN interface additionally for sure. But if you have full control over both sites and you can say that site A is save as well, that's not really necessary.