I recently setup OpenVPN with selective routing and I used the rules from the WireGuard Selective Routing to External VPN Endpoint opnsense guide. https://docs.opnsense.org/manual/how-tos/wireguard-selective-routing.html
I did have to setup a port forward for ProtonVPN dns server and the and the lan rule I kept destination as any instead of the rfc1918 alias.
I did have to setup a port forward for ProtonVPN dns server and the and the lan rule I kept destination as any instead of the rfc1918 alias.