Redirect Privoxy traffic through OpenVpn
Yes it's possible. The OpenVPN works at the network level, so you can't have it on the same machine that your normal default connection works through. You can't have two default gateways on your computer and tell the proxy only to use one of them, and that's what your trying to do.
You would need to setup another machine on a separate network to do this. You would then setup your Proxy and OpenVPN on that other machine and then proxy the FireFox traffic through it.