Everything is now working, thank you very much divsys and heper for all the pointers.
For those looking for a similar setup, here's what I needed to do.
I needed to assign the OpenVPN client connection sto an interface, ex: OPT1 and set the Interface Type to none
Under Firewall: Rules -> OPT1 tab, add the appropriate. ex: pass all traffic
Under Firewall: NAT -> Outbound tab, select the interface used for the OpenVPN connection (ex: OPT1) and add the destination network (ex: 10.8.0.0/24)
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nat_rule.PNG
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