@fistsofgod 

When a client device connects to the AX1500 via OpenVPN the connection from the device to the router is encrypted, but if you then go out to the intenret you will be from the router, and it will be as if you are locally connected to the router going to the internet so that will not be under a VPN connection.

If you want a encrypted connected from the device all the way to the site visited, then you would use a vpn program on the device using the subscribed vpn service.