Network Manager does not set IP4.GATEWAY for OpenVPN connection
Solution 1:
You can modify the gateway for network manager connections from the command line. So while I cannot find this option in the GUI, you can list the connections
nmcli con show
find yours
NAME UUID TYPE DEVICE
thenameyougaveit some-id-ksadbf019-aksb821 vpn wlan1
change the address (it will be discarded afaict but you cannot change the gateway address without setting it)
nmcli con mod some-id-ksadbf019-aksb821 ipv4.addresses 192.168.1.113/24
and then set the desired ip4 gateway
nmcli con mod some-id-ksadbf019-aksb821 ipv4.gateway 192.168.1.1
And now it works from the GUI. Of course, if anything changes on the other end, it will stop working.