OpenVPN has a built-in facility to keep the UDP connection open (see ping, ping-restart or keepalive parameters - though the defaults can be modified/disabled). I would be curious what @Kevan’s OpenVPN configuration file looks like. I have many RIOs and EPICs connected over VPN, some over cellular and I don’t see the issue he is having.
Edit: On early firmware there was an issue where OpenVPN would not reconnect. PR1 OpenVPN reconnection - #2 by Beno
An OpenVPN log could shed light on the issue as well.