@LucioRib I believe it is tplink router's limitation.

 

If you want to force all data go through VPN, you can only use PPTP/L2TP VPN and need to configure policy routing.

 

Hope tplink improve their fimrware.

All traffic, except those from local networks, is carried over the VPN when using Host to Everywhere configuration. If you wish to connect to Host to Everywhere using your VPN gateway, it must be properly set up.
Log into VPN | Settings and create a VPN policy for Remote site. You can assign the policy to Central Network by clicking here. You can select Subnet 0 under the Local Networks section under the Network tab. For all Internet traffic, select Use this VPN Tunnel as the default route under Remote Networks.
You can’t browse the Internet when connected to a VPN because of DNS problems as a single problem. In any case, faulty DNS settings can affect your connection to the internet once you are connected to a VPN server, preventing you from getting online. The root cause of this problem is that you must manually adjust the DNS settings.
My preferred option will be “Send all traffic over VPN connection” when I select it in System Preferences > Network > VPN > Advanced. Thus, the reason why some traffic is not treated as VPN connections is due to not enabling the option (which is default). When one surfs the Web, the IP address remains the same as your address.
How Do I Stop All Traffic Going Through Vpn?

Connecting to the Networks should be as easy as opening the door.
Select Properties from the VPN connection you set up.
Verify that the IPv4 Properties tab is selected.
You can choose advanced settings by clicking this link.
“Use default gateway on remote network” can be turned off.

  @LucioRib 

Here the same OpenVPN Client-to-Site routing all traffic through VPN

Tips to Fix VPN Not Connecting Change your VPN server. Reboot the device (and the router). Temporarily disable firewalls/antivirus/anti-spyware. Connect using a different protocol. Reinstall & reboot. Switch networks. Disable Battery Saving/Low Power Mode. Reset your Wi-Fi network (on Wi-Fi). Regards, Rachel Gomez