@omegahacker
As I mentioned, it is due to the reply-to tagging is not happening if a pass rule on an interface group matches the incoming traffic.
OpenVPN is an interface group. It is generated automatically, when firing up an OpenVPN instance, be it a client or a server.
The reply-to is needed to route response packets back to the proper non-default gateway.
The reply-to tagging is done by the firewall rule, which passes the traffic.
However this requires that the interface is unique. Since rules on interface groups or floating rule can be applied to multiple interface, it isn't unique and the reply-to tagging is not done by such rules.
And yes, interface group and floating rules have priority over interface rules. Hence you have to care, that there is no pass rule matching the incoming traffic on a non-default gateway interface for proper routing back the respond packets.