Do you have enabled: "Disable reply-to on WAN rules" ?
WAN if wan interfaces have an upstream gateway
pass in log quick on WANAll inet proto udp from any to (self) port = openvpn keep state label "0667d76bd1b44ab51c4eb85bb052e5e3"
pass in log quick on igb1 reply-to (igb1 104.218.xxx.yyy) inet proto udp from any to (self) port = openvpn keep state label "2d1fd0c4c78f6823e4f74c3f01259251"pass in log quick on igb2 reply-to (igb2 12.7.xxx.yyy) inet proto udp from any to (self) port = openvpn keep state label "1738df7680cf468ea2a66b684c810f64"