Here are the instructions I received:
Client needs to create a new interface via CLI.
Please execute the following steps:
Navigate to System - CLI
Type:
uci set network.Nord='interface'
uci set network.Nord.ifname='tun0'
uci set network.Nord.proto='none'
uci set network.Nord.metric='100'
uci commit
/etc/init.d/network restart
Navigate to Network - Interfaces press edit button on new created interface.
In section Firewall Settings assign OpenVPN.
After that save and apply configuration.
After that navigate back to Network - Interfaces and check if data goes through the new interface.
Link to the instructions on how to use CLI: https://wiki.teltonika-networks.com/view/RUTX12_CLI
It worked first time for me, so hopefully it will for you. Please report back if successful.