I helped a friend fix OpenVPN on his Synology NAS at his office. Because I did not want to drive forty+ miles to his office, I used Google Remote Desktop on one of his office computers to access the NAS. Once I got OpenVPN working, I attempted to view the NAS shares from my computer using Windows Explorer but I was not able to do so. I verified I could see the NAS shares in Windows Explorer when using Remote Desktop on the office computers, but not from my computer over VPN. I logged into my Synology NAS and copied several settings until I found the solution. This is what worked for me.
Under Network > General > Advanced Settings
Make sure Enable Multiple Gateways is not checked. Select OK and then Apply
You should now be able to access NAS shares when connected to the network via OpenVPN. Let me know in the comments if this worked for you.