@David-TP thanks for the response. 

Yes, my IP4 IP address is the same on whatismyIPAddress.

I followed the guide from both Wunder Tech and Space Rex. I set up DNS Server and VPN Server on Synology NAS. I set up OpenVPN on VPN Server. I then did the Port Forwarding through the TPLink app using the IP for my NAS and the port for OpenVPN.

I haven't tested OpenVPN on the local network, as everything I've read says you need to be off the local network. I connected myy laptop to my phones hotspot. My when I have been doing this, the NAS has been accessible. I am not sure how I test it through the local network. I will try and do this whilst I am still on the local wifi, but if there is a different way, please let me know.

Thanks

@David-TP So I tried without disconnecting from my WIFI and didn't connect. However, when I check the logs, it looks like i did connect at some point. Not too sure when.

So I tried connecting to phone and this :

"Connection failed

There was an error attempting to connect to the selected server.

Error message: server pushed compression settings that are not allowed and will result in a non-working connection."

I checked the VPN Server logs and it shows it connecting to three different IPs and then disconnecting from them. 

I've not had this message before.

@David-TP I have now commented out the line comp-lzo and suddenly it works. I have no idea why it is working now and not before. But thanks for giving me some clearer pointers as I was just going in circles.