Hi All,
let me give you an update on this.
I finally got it resolved last week but just wanted to see how long it's going to last before giving you any update.
I deleted all my previous OpenVPN configurations, CA's, client certificates and interfaces, and defaulted firewall NAT Outbound rules and some how I got and assigned the correct vyprvpn interface (I was previously prompted to always assign ovpnc2 interface that is not working properly instead of ovpnc1, and finally I got ovpnc1 interface assigned which might resolved that issue with web traffic).
I did start following the guide from the link https://forum.goldenfrog.com/t/opnsense-firewall-openvpn-client-working/3630 (mainly OpenVPN client setup) which help me to get vyprvpn connection to vyprvpn server hk1.vpn.goldenfrog.com up and running but setting NAT –> Outbound --> to Hybrid and adding a rule manually didn't work for me so I just set NAT --> Outbound --> to Manuall and added new mapping rules based on existing ones, and changed the interface to vyprvpn in my case on all mirrored rules, and then I finally set a Gateway from GW_WAN to VYPRVPN_VPNV4 in my case in Firewall-Rules-LAN.
I'm happy to say that my vyprvpn connection to vyprvpn server has been up and running for more than a week. That test was done in Europe so I'll help my team mate who is located in China to set pfSesne as VyprVPN OpenVPN client at our China's office and test the connection. Hope it will end up ok.
If someone needs more info regarding to that case I can provide a screenshots with my full pfSense VyprVPN OpenVPN client and firewall rules configuration.
Thank you all for your help once again.