Have you tried configuring the use of open/free DNS servers? Your ISP probably limits the connection to their DNS server(s) to their internal network, but since your connection would be seen to be coming from your VPN endpoint, it would be outside of your ISP's network and thus most likely denied/dropped by their firewall.
OpenVPN seems like it provides DNS servers as well:
CloudConnexa uses its own DNS server by default and allows you to add DNS records to it. If you prefer to use your own private DNS server, you can configure CloudConnexa to use it.
openvpn.net
I do not use OpenVPN, so I am not 100% positive of the above, but that all seems to fit with the problem you are having.
You can also try using DNS from Google:
8.8.8.8 and 8.8.4.4 for IPv4 (just understand that they will most likely be logging everything like they do with their search and use it to sell better ads to you)
Or use OpenDNS:
208.67.222.222 and 208.67.220.220
Alternatively, you can run your own local DNS, such as a pihole, but you would need some specific configurations to your network to be able to support and use it properly with OpenVPN:
I’ve setup PiHole and OpenVPN several times on devices like RaspberryPI and Odroid64. OpenVPN is usually the tricker part to get right. What I’ve found that works best is to first install PiHole, then use PiVPN to setup OpenVPN. It is by far the easiest way to install OpenVPN. After you’ve...
discourse.pi-hole.net
Or any number of other tutorials on how to setup pihole and openvpn...