I couldn't try actual physical disconnection because I needed to be there in person to do that! Now I tried it, unplugged the main WAN and waited. The ordinary internet access using a gateway group failed over to WAN2 and the Dynamic DNS names that are tied to a gateway group changed. But none of the OpenVPN servers (site-to-site and 1 road warrior) switched to listen on WAN2 and the 1 OpenVPN site-to-site client going out to another office did not switch to going out WAN2. None /var/etc/openvpn*.conf got rewritten - which they should to in response to gateway group status change.
I will have a look at that code, I guess it doesn't implement the same failover processing as when a gateway just stops responding to ping.
Added: On a test system, it activates all the processing, but my test hardware only has 1 real WAN, and thus a gateway group with only 1 WAN in it. But it does rewrite the server.conf file. I will have to try a real WAN unplug again and investigate why it didn't seem to work for me early this morning.