@Marvin_S thanks for the link. The connection works and I can assign clients to use the VPN connection, but not all clients are available to select in the VPN "Online Devices" or "Offline Devices" list.

VPN Client Configuration Page. As you can see, the connection works:

Device List view (there's several pages but non of them shows the devices I actually want to use the VPN connection with):

retrying since the first picture doesn't seem to want to show in the first post:

I think I found the problem, but it still would be nice to have a solution:

I have a WDS bridge, and all devices I can't find in the "Online / Offline Devices" list in the VPN Client are from the bridged Router.

  @Marvin_S 

the Archer AX11000 is connected to the modem, so it's the entry point. It's also the DHCP server. As DNS servers I have a combination of LANCache and PiHole which are connected via LAN to the AX11000

It's the main WLAN and has some LAN connected clients.

The Bridge is an AX6000 and connects via 5GHz WDS to the AX11000. 

The AX6000 has DHCP disabled (obviousely) and has it's firewall disabled.

I've noticed that I can see the clients that are connected to the AX6000 in the "VPN Client" "Device List" of the AX6000 so I thought I could maybe configure the VPN there, but for whatever reason on that one the connection is just stuck at "connecting" :D