So, I'm a little further forward. OpenVPN is complaining about the TLS handshake. This could be because my Draytek 2862 uses an older version than Ubuntu 24.04, but then that doesn't explain why the VPN using PPTP does work on my older X270 laptop (Running Ubuntu 24.04)

Some days, I think, "Why am I making my life hard with Linux? Just use Windows."